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Goldman Sachs Call 140 ALB 21.06..../  DE000GQ72P75  /

EUWAX
5/31/2024  9:40:08 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Albemarle Corporatio... 140.00 USD 6/21/2024 Call
 

Master data

WKN: GQ72P7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 6/21/2024
Issue date: 10/10/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 132.94
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.47
Parity: -1.60
Time value: 0.09
Break-even: 129.90
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 11.72
Spread abs.: 0.02
Spread %: 30.77%
Delta: 0.14
Theta: -0.07
Omega: 18.22
Rho: 0.01
 

Quote data

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

Performance

1 Week
  -25.00%
1 Month
  -78.05%
3 Months
  -94.16%
YTD
  -96.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.090
1M High / 1M Low: 0.520 0.090
6M High / 6M Low: 2.650 0.090
High (YTD): 1/2/2024 2.290
Low (YTD): 5/31/2024 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.878
Avg. volume 6M:   13.600
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   414.76%
Volatility 6M:   346.51%
Volatility 1Y:   -
Volatility 3Y:   -