Goldman Sachs Put 110 ABT 19.07.2024
/ DE000GG74BD6
Goldman Sachs Put 110 ABT 19.07.2.../ DE000GG74BD6 /
| 06/06/2024 10:59:01 |
Chg.+0.030 |
Bid18:29:33 |
Ask18:29:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+4.62% |
0.580
Bid Size: 50,000 |
0.590
Ask Size: 50,000 |
Abbott Laboratories |
110.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
GG74BD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.62 |
| Time value: |
0.08 |
| Break-even: |
94.16 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
7.69% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-10.06 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.650 |
| 1M High / 1M Low: |
0.840 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
