Goldman Sachs Call 115 ABT 17.01.2025
/ DE000GJ5YLM3
Goldman Sachs Call 115 ABT 17.01..../ DE000GJ5YLM3 /
| 1/9/2025 10:26:42 AM |
Chg.- |
Bid12:59:36 PM |
Ask12:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
0.100
Bid Size: 10,000 |
0.130
Ask Size: 10,000 |
Abbott Laboratories |
115.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GJ5YLM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/25/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.07 |
| Time value: |
0.14 |
| Break-even: |
113.09 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.03 |
| Spread %: |
27.27% |
| Delta: |
0.45 |
| Theta: |
-0.12 |
| Omega: |
35.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.080 |
| 1M High / 1M Low: |
0.360 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.140 |
| Low (YTD): |
1/7/2025 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |