Goldman Sachs Call 170 ABT 16.01..../  DE000GG4SHZ1  /

EUWAX
2024-05-03  10:57:03 AM Chg.-0.011 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.059EUR -15.71% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 170.00 USD 2026-01-16 Call
 

Master data

WKN: GG4SHZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 170.00 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: 68.34
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.16
Parity: -5.96
Time value: 0.14
Break-even: 159.41
Moneyness: 0.62
Premium: 0.62
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 26.32%
Delta: 0.11
Theta: -0.01
Omega: 7.75
Rho: 0.17
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.67%
1 Month
  -34.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.056
1M High / 1M Low: 0.100 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -