Goldman Sachs Call 160 ABT 16.01..../  DE000GG4SHY4  /

EUWAX
1/9/2025  10:45:45 AM Chg.- Bid11:51:58 AM Ask11:51:58 AM Underlying Strike price Expiration date Option type
0.080EUR - 0.080
Bid Size: 10,000
0.110
Ask Size: 10,000
Abbott Laboratories 160.00 USD 1/16/2026 Call
 

Master data

WKN: GG4SHY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 160.00 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: 98.19
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -4.44
Time value: 0.11
Break-even: 156.52
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 36.14%
Delta: 0.10
Theta: -0.01
Omega: 10.22
Rho: 0.11
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -11.11%
3 Months
  -27.27%
YTD
  -11.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.100 0.080
6M High / 6M Low: 0.160 0.060
High (YTD): 1/3/2025 0.100
Low (YTD): 1/9/2025 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.03%
Volatility 6M:   187.34%
Volatility 1Y:   -
Volatility 3Y:   -