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

EUWAX
20/09/2024  09:30:11 Chg.-0.011 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.079EUR -12.22% -
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: 79.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.52
Parity: -7.00
Time value: 0.10
Break-even: 151.01
Moneyness: 0.53
Premium: 0.89
Premium p.a.: 6.01
Spread abs.: 0.02
Spread %: 24.69%
Delta: 0.08
Theta: -0.02
Omega: 6.53
Rho: 0.02
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.00%
1 Month
  -12.22%
3 Months
  -74.52%
YTD
  -97.38%
1 Year
  -98.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.110 0.048
6M High / 6M Low: 1.680 0.048
High (YTD): 02/01/2024 2.830
Low (YTD): 10/09/2024 0.048
52W High: 20/09/2023 4.820
52W Low: 10/09/2024 0.048
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.639
Avg. volume 6M:   0.000
Avg. price 1Y:   1.428
Avg. volume 1Y:   0.000
Volatility 1M:   322.04%
Volatility 6M:   235.60%
Volatility 1Y:   210.70%
Volatility 3Y:   -