Goldman Sachs Call 130 ALB 16.01.2026
/ DE000GG5KJM9
Goldman Sachs Call 130 ALB 16.01..../ DE000GG5KJM9 /
| 20/09/2024 10:23:27 |
Chg.-0.060 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-5.83% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
130.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG5KJM |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
22/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.52 |
| Parity: |
-3.94 |
| Time value: |
0.93 |
| Break-even: |
125.75 |
| Moneyness: |
0.66 |
| Premium: |
0.63 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
5.68% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
3.18 |
| Rho: |
0.27 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.02% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-23.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.970 |
| 1M High / 1M Low: |
1.100 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
