Goldman Sachs Call 120 ABT 20.03.2026
/ DE000GG4SHU2
Goldman Sachs Call 120 ABT 20.03..../ DE000GG4SHU2 /
| 9/20/2024 10:51:10 AM |
Chg.-0.100 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-9.35% |
-
Bid Size: - |
-
Ask Size: - |
Abbott Laboratories |
120.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
GG4SHU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
3/8/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.56 |
| Time value: |
0.96 |
| Break-even: |
117.10 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
5.76 |
| Rho: |
0.68 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.16% |
| 1 Month |
|
|
+8.99% |
| 3 Months |
|
|
+19.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.970 |
| 1M High / 1M Low: |
1.180 |
0.890 |
| 6M High / 6M Low: |
1.260 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.59% |
| Volatility 6M: |
|
117.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
