Goldman Sachs Call 80 ABLZF 19.12.../  DE000GG86WK1  /

EUWAX
6/4/2024  10:29:44 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.310EUR - -
Bid Size: -
-
Ask Size: -
ABB Ltd. 80.00 - 12/19/2025 Call
 

Master data

WKN: GG86WK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ABB Ltd.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/19/2025
Issue date: 5/17/2024
Last trading day: 6/6/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 82.53
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.21
Parity: -28.42
Time value: 0.63
Break-even: 80.63
Moneyness: 0.64
Premium: 0.56
Premium p.a.: 0.34
Spread abs.: 0.30
Spread %: 92.31%
Delta: 0.10
Theta: 0.00
Omega: 8.54
Rho: 0.07
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -