Goldman Sachs Put 120 ABT 17.01.2025
/ DE000GG2KR46
Goldman Sachs Put 120 ABT 17.01.2.../ DE000GG2KR46 /
| 1/9/2025 9:27:20 AM |
Chg.- |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Abbott Laboratories |
120.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
GG2KR4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/17/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.17 |
| Parity: |
0.56 |
| Time value: |
0.15 |
| Break-even: |
109.25 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.07 |
| Spread %: |
10.94% |
| Delta: |
-0.71 |
| Theta: |
-0.19 |
| Omega: |
-11.06 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.29% |
| 1 Month |
|
|
+11.67% |
| 3 Months |
|
|
+1.52% |
| YTD |
|
|
+17.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.660 |
| 1M High / 1M Low: |
0.830 |
0.550 |
| 6M High / 6M Low: |
2.000 |
0.330 |
| High (YTD): |
1/7/2025 |
0.750 |
| Low (YTD): |
1/6/2025 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.811 |
| Avg. volume 6M: |
|
80 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.15% |
| Volatility 6M: |
|
223.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |