Goldman Sachs Put 110 ABT 19.07.2024
/ DE000GG74BD6
Goldman Sachs Put 110 ABT 19.07.2.../ DE000GG74BD6 /
6/6/2024 10:59:01 AM |
Chg.+0.030 |
Bid2:23:26 PM |
Ask2:23:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+4.62% |
0.690 Bid Size: 20,000 |
- Ask Size: - |
Abbott Laboratories |
110.00 USD |
7/19/2024 |
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: |
7/19/2024 |
Issue date: |
4/30/2024 |
Last trading day: |
7/18/2024 |
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: |
|
- |