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Goldman Sachs Call 240 ALB 17.01..../  DE000GQ7V3Q5  /

EUWAX
2024-06-10  9:54:17 AM Chg.-0.015 Bid10:03:02 AM Ask10:03:02 AM Underlying Strike price Expiration date Option type
0.065EUR -18.75% 0.065
Bid Size: 10,000		 0.085
Ask Size: 10,000		 Albemarle Corporatio... 240.00 USD 2025-01-17 Call
 

Master data

WKN: GQ7V3Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 118.48
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -11.60
Time value: 0.09
Break-even: 223.56
Moneyness: 0.48
Premium: 1.10
Premium p.a.: 2.40
Spread abs.: 0.02
Spread %: 28.57%
Delta: 0.06
Theta: -0.01
Omega: 6.75
Rho: 0.03
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.83%
1 Month
  -65.79%
3 Months
  -77.59%
YTD
  -92.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.220 0.080
6M High / 6M Low: 0.920 0.080
High (YTD): 2024-01-02 0.790
Low (YTD): 2024-06-07 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.310
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.22%
Volatility 6M:   235.81%
Volatility 1Y:   -
Volatility 3Y:   -