Goldman Sachs Call 150 ABT 16.01..../  DE000GG4SJ04  /

EUWAX
1/9/2025  10:45:45 AM Chg.- Bid9:11:01 AM Ask9:11:01 AM Underlying Strike price Expiration date Option type
0.140EUR - 0.130
Bid Size: 10,000
-
Ask Size: -
Abbott Laboratories 150.00 USD 1/16/2026 Call
 

Master data

WKN: GG4SJ0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 1/16/2026
Issue date: 3/8/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.78
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -3.47
Time value: 0.17
Break-even: 147.15
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 21.28%
Delta: 0.15
Theta: -0.01
Omega: 9.85
Rho: 0.15
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -6.67%
3 Months
  -33.33%
YTD
  -12.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.170 0.130
6M High / 6M Low: 0.290 0.090
High (YTD): 1/3/2025 0.150
Low (YTD): 1/8/2025 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.65%
Volatility 6M:   181.31%
Volatility 1Y:   -
Volatility 3Y:   -