Goldman Sachs Call 100 ABT 17.01.2025
/ DE000GG6XL43
Goldman Sachs Call 100 ABT 17.01..../ DE000GG6XL43 /
| 1/9/2025 10:46:46 AM |
Chg.- |
Bid4:14:49 PM |
Ask4:14:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
- |
1.27
Bid Size: 30,000 |
1.29
Ask Size: 30,000 |
Abbott Laboratories |
100.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG6XL4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.17 |
| Parity: |
1.38 |
| Time value: |
0.04 |
| Break-even: |
111.32 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
3.65% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
7.30 |
| Rho: |
0.02 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.74% |
| 1 Month |
|
|
-8.05% |
| 3 Months |
|
|
-15.95% |
| YTD |
|
|
-7.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.26 |
| 1M High / 1M Low: |
1.56 |
1.20 |
| 6M High / 6M Low: |
2.02 |
0.72 |
| High (YTD): |
1/6/2025 |
1.38 |
| Low (YTD): |
1/7/2025 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.15% |
| Volatility 6M: |
|
134.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |