Goldman Sachs Call 120 ABT 18.06..../  DE000GG4SHW8  /

EUWAX
2024-06-20  4:53:29 PM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.820EUR +1.23% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 120.00 USD 2026-06-18 Call
 

Master data

WKN: GG4SHW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2026-06-18
Issue date: 2024-03-08
Last trading day: 2026-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.95
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -1.49
Time value: 0.81
Break-even: 119.76
Moneyness: 0.87
Premium: 0.24
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.53%
Delta: 0.46
Theta: -0.01
Omega: 5.45
Rho: 0.72
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.23%
1 Month  
+1.23%
3 Months
  -38.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.770
1M High / 1M Low: 0.970 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.794
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -