Goldman Sachs Put 120 ALB 20.09.2024
/ DE000GQ8BRA8
Goldman Sachs Put 120 ALB 20.09.2.../ DE000GQ8BRA8 /
| 20/06/2024 10:18:21 |
Chg.+0.01 |
Bid12:16:01 |
Ask12:16:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+0.48% |
2.11
Bid Size: 10,000 |
2.16
Ask Size: 10,000 |
Albemarle Corporatio... |
120.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GQ8BRA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.47 |
| Parity: |
1.90 |
| Time value: |
0.23 |
| Break-even: |
90.36 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
-0.73 |
| Theta: |
-0.03 |
| Omega: |
-3.18 |
| Rho: |
-0.22 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.65% |
| 1 Month |
|
|
+185.14% |
| 3 Months |
|
|
+38.82% |
| YTD |
|
|
+106.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.33 |
| 1M High / 1M Low: |
2.10 |
0.74 |
| 6M High / 6M Low: |
2.21 |
0.67 |
| High (YTD): |
15/02/2024 |
2.21 |
| Low (YTD): |
15/05/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.10% |
| Volatility 6M: |
|
176.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
