OverviewChartNewsTraderScreen

Goldman Sachs Call 150 AMC 17.01..../  DE000GP399D6  /

EUWAX
2024-06-13  9:55:26 AM Chg.-0.070 Bid7:51:57 PM Ask7:51:57 PM Underlying Strike price Expiration date Option type
0.540EUR -11.48% 0.450
Bid Size: 30,000		 0.460
Ask Size: 30,000		 ALBEMARLE CORP. D... 150.00 - 2025-01-17 Call
 

Master data

WKN: GP399D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-04-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.28
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.47
Parity: -4.58
Time value: 0.57
Break-even: 155.70
Moneyness: 0.69
Premium: 0.49
Premium p.a.: 0.96
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.27
Theta: -0.03
Omega: 4.85
Rho: 0.13
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month
  -57.48%
3 Months
  -63.76%
YTD
  -82.12%
1 Year
  -94.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.600
1M High / 1M Low: 1.520 0.600
6M High / 6M Low: 3.130 0.600
High (YTD): 2024-01-02 2.830
Low (YTD): 2024-06-11 0.600
52W High: 2023-07-12 10.290
52W Low: 2024-06-11 0.600
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   1.031
Avg. volume 1M:   0.000
Avg. price 6M:   1.495
Avg. volume 6M:   0.000
Avg. price 1Y:   3.431
Avg. volume 1Y:   0.000
Volatility 1M:   142.32%
Volatility 6M:   187.34%
Volatility 1Y:   157.44%
Volatility 3Y:   -