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Goldman Sachs Put 110 ABT 20.09.2.../  DE000GG0YQF0  /

EUWAX
2024-08-02  9:08:30 AM Chg.-0.170 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.320EUR -34.69% -
Bid Size: -		 -
Ask Size: -		 Abbott Laboratories 110.00 USD 2024-09-20 Put
 

Master data

WKN: GG0YQF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.91
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.12
Time value: 0.31
Break-even: 97.72
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 15.67%
Delta: -0.41
Theta: -0.04
Omega: -13.58
Rho: -0.06
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.00%
1 Month
  -54.93%
3 Months
  -47.54%
YTD
  -47.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.320
1M High / 1M Low: 1.100 0.320
6M High / 6M Low: 1.100 0.260
High (YTD): 2024-07-29 1.100
Low (YTD): 2024-03-14 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.685
Avg. volume 1M:   909.091
Avg. price 6M:   0.566
Avg. volume 6M:   160
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   512.51%
Volatility 6M:   247.94%
Volatility 1Y:   -
Volatility 3Y:   -