Goldman Sachs Put 100 ALB 17.01.2025
/ DE000GQ52AG6
Goldman Sachs Put 100 ALB 17.01.2.../ DE000GQ52AG6 /
| 2024-06-21 9:20:01 AM |
Chg.+0.28 |
Bid5:13:22 PM |
Ask5:13:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+22.05% |
1.48
Bid Size: 30,000 |
1.49
Ask Size: 30,000 |
Albemarle Corporatio... |
100.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GQ52AG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.48 |
| Parity: |
0.58 |
| Time value: |
0.99 |
| Break-even: |
77.71 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.29% |
| Delta: |
-0.47 |
| Theta: |
-0.03 |
| Omega: |
-2.61 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.46% |
| 1 Month |
|
|
+171.93% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+101.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
0.96 |
| 1M High / 1M Low: |
1.27 |
0.57 |
| 6M High / 6M Low: |
1.51 |
0.51 |
| High (YTD): |
2024-02-15 |
1.51 |
| Low (YTD): |
2024-05-15 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.58% |
| Volatility 6M: |
|
150.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
