Goldman Sachs Put 120 ABT 21.02.2.../  DE000GJ3QSN7  /

EUWAX
23/01/2025  09:51:47 Chg.-0.070 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.330EUR -17.50% -
Bid Size: -
-
Ask Size: -
Abbott Laboratories 120.00 USD 21/02/2025 Put
 

Master data

WKN: GJ3QSN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 21/02/2025
Issue date: 12/09/2024
Last trading day: 20/02/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.96
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.21
Implied volatility: 0.10
Historic volatility: 0.17
Parity: 0.21
Time value: 0.03
Break-even: 112.89
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 4.33%
Delta: -0.72
Theta: -0.01
Omega: -33.85
Rho: -0.07
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.90%
1 Month
  -51.47%
3 Months
  -45.90%
YTD
  -48.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.330
1M High / 1M Low: 0.910 0.330
6M High / 6M Low: - -
High (YTD): 13/01/2025 0.910
Low (YTD): 23/01/2025 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.689
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -