Goldman Sachs Call 120 ALB 16.01.2026
/ DE000GG3D4W8
Goldman Sachs Call 120 ALB 16.01..../ DE000GG3D4W8 /
| 20/09/2024 09:48:11 |
Chg.-0.01 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
-0.84% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG3D4W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
05/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.52 |
| Parity: |
-3.04 |
| Time value: |
1.08 |
| Break-even: |
118.30 |
| Moneyness: |
0.72 |
| Premium: |
0.54 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
2.86% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
3.08 |
| Rho: |
0.30 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.84% |
| 1 Month |
|
|
+7.27% |
| 3 Months |
|
|
-21.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.15 |
| 1M High / 1M Low: |
1.29 |
0.80 |
| 6M High / 6M Low: |
4.03 |
0.69 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.80% |
| Volatility 6M: |
|
130.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
