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

EUWAX
07/06/2024  09:44:20 Chg.-0.010 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.740EUR -1.33% -
Bid Size: -		 -
Ask Size: -		 ALBEMARLE CORP. D... 150.00 - 17/01/2025 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: 17/01/2025
Issue date: 26/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.65
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.47
Parity: -4.36
Time value: 0.68
Break-even: 156.80
Moneyness: 0.71
Premium: 0.47
Premium p.a.: 0.89
Spread abs.: 0.05
Spread %: 7.94%
Delta: 0.29
Theta: -0.04
Omega: 4.59
Rho: 0.15
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.71%
1 Month
  -45.59%
3 Months
  -48.25%
YTD
  -75.50%
1 Year
  -91.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.740
1M High / 1M Low: 1.520 0.740
6M High / 6M Low: 3.130 0.740
High (YTD): 02/01/2024 2.830
Low (YTD): 07/06/2024 0.740
52W High: 12/07/2023 10.290
52W Low: 07/06/2024 0.740
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   1.121
Avg. volume 1M:   0.000
Avg. price 6M:   1.524
Avg. volume 6M:   0.000
Avg. price 1Y:   3.505
Avg. volume 1Y:   0.000
Volatility 1M:   142.85%
Volatility 6M:   190.01%
Volatility 1Y:   157.13%
Volatility 3Y:   -