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Goldman Sachs Call 180 ALB 20.09..../  DE000GQ8GEX7  /

EUWAX
6/11/2024  10:57:58 AM Chg.+0.013 Bid9:57:54 PM Ask9:57:54 PM Underlying Strike price Expiration date Option type
0.053EUR +32.50% 0.051
Bid Size: 10,000		 0.071
Ask Size: 10,000		 Albemarle Corporatio... 180.00 USD 9/20/2024 Call
 

Master data

WKN: GQ8GEX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 9/20/2024
Issue date: 11/6/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 143.20
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.47
Parity: -6.13
Time value: 0.07
Break-even: 167.97
Moneyness: 0.63
Premium: 0.59
Premium p.a.: 4.28
Spread abs.: 0.02
Spread %: 37.04%
Delta: 0.07
Theta: -0.02
Omega: 9.35
Rho: 0.02
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.82%
1 Month
  -81.72%
3 Months
  -86.41%
YTD
  -96.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.040
1M High / 1M Low: 0.330 0.040
6M High / 6M Low: 1.630 0.040
High (YTD): 1/2/2024 1.390
Low (YTD): 6/10/2024 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.26%
Volatility 6M:   284.02%
Volatility 1Y:   -
Volatility 3Y:   -