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Goldman Sachs Call 160 ALB 17.01..../  DE000GQ2ZDY0  /

EUWAX
2024-06-07  11:05:38 AM Chg.-0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.570EUR -1.72% -
Bid Size: -		 -
Ask Size: -		 Albemarle Corporatio... 160.00 USD 2025-01-17 Call
 

Master data

WKN: GQ2ZDY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-01-17
Issue date: 2023-08-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.28
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.47
Parity: -4.17
Time value: 0.50
Break-even: 153.13
Moneyness: 0.72
Premium: 0.44
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.25
Theta: -0.03
Omega: 5.42
Rho: 0.13
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.97%
1 Month
  -48.18%
3 Months
  -54.03%
YTD
  -78.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.570
1M High / 1M Low: 1.240 0.570
6M High / 6M Low: 2.810 0.570
High (YTD): 2024-01-02 2.510
Low (YTD): 2024-06-07 0.570
52W High: - -
52W Low: - -
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   1.278
Avg. volume 6M:   2.192
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.01%
Volatility 6M:   200.35%
Volatility 1Y:   -
Volatility 3Y:   -