Goldman Sachs Put 120 ALB 20.06.2025
/ DE000GG7QXN1
Goldman Sachs Put 120 ALB 20.06.2.../ DE000GG7QXN1 /
2024-09-20 9:28:02 AM |
Chg.0.00 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.26EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
GG7QXN |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.35 |
Intrinsic value: |
3.04 |
Implied volatility: |
0.57 |
Historic volatility: |
0.52 |
Parity: |
3.04 |
Time value: |
0.43 |
Break-even: |
72.80 |
Moneyness: |
1.39 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
0.87% |
Delta: |
-0.65 |
Theta: |
-0.02 |
Omega: |
-1.44 |
Rho: |
-0.63 |
Quote data
Open: |
3.26 |
High: |
3.26 |
Low: |
3.26 |
Previous Close: |
3.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.40% |
1 Month |
|
|
-5.23% |
3 Months |
|
|
+4.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.41 |
3.24 |
1M High / 1M Low: |
4.11 |
3.06 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |