Goldman Sachs Put 100 ALB 20.09.2024
/ DE000GQ7Y2C4
Goldman Sachs Put 100 ALB 20.09.2.../ DE000GQ7Y2C4 /
| 19/06/2024 11:18:11 |
Chg.+0.020 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+2.41% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
100.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GQ7Y2C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
0.04 |
| Time value: |
0.85 |
| Break-even: |
84.22 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
-0.44 |
| Theta: |
-0.04 |
| Omega: |
-4.62 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+102.38% |
| 1 Month |
|
|
+193.10% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
+60.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.420 |
| 1M High / 1M Low: |
0.830 |
0.250 |
| 6M High / 6M Low: |
1.190 |
0.230 |
| High (YTD): |
15/02/2024 |
1.190 |
| Low (YTD): |
15/05/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.24% |
| Volatility 6M: |
|
217.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
