Goldman Sachs Call 160 ABT 16.01..../  DE000GG4SHY4  /

EUWAX
2024-05-03  10:57:03 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 160.00 USD 2026-01-16 Call
 

Master data

WKN: GG4SHY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.32
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -5.03
Time value: 0.15
Break-even: 150.21
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 24.39%
Delta: 0.13
Theta: -0.01
Omega: 8.23
Rho: 0.19
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.180 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -