Goldman Sachs Call 60 ABBN 21.06..../  DE000GG10T29  /

EUWAX
5/31/2024  10:48:18 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -
-
Ask Size: -
ABB LTD N 60.00 CHF 6/21/2024 Call
 

Master data

WKN: GG10T2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 6/21/2024
Issue date: 12/14/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 161.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.21
Parity: -11.21
Time value: 0.31
Break-even: 61.60
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 42.78
Spread abs.: 0.30
Spread %: 2,727.27%
Delta: 0.10
Theta: -0.03
Omega: 15.52
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.030 0.010
6M High / 6M Low: - -
High (YTD): 1/22/2024 0.040
Low (YTD): 5/31/2024 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   734.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -