GS WAR. PUT 11/24 ABL/  DE000GJ08339  /

gettex
7/9/2024  4:26:56 PM Chg.+0.0040 Bid5:10:29 PM Ask5:10:29 PM Underlying Strike price Expiration date Option type
0.0160EUR +33.33% 0.0170
Bid Size: 30,000
0.0270
Ask Size: 30,000
Abbott Laboratories 60.00 USD 11/15/2024 Put
 

Master data

WKN: GJ0833
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 11/15/2024
Issue date: 7/4/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -254.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.16
Parity: -3.89
Time value: 0.04
Break-even: 55.03
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 1.68
Spread abs.: 0.02
Spread %: 117.65%
Delta: -0.03
Theta: -0.01
Omega: -7.39
Rho: -0.01
 

Quote data

Open: 0.0130
High: 0.0160
Low: 0.0130
Previous Close: 0.0120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -