Goldman Sachs Put 140 ALB 17.01.2025
/ DE000GG3L0G9
Goldman Sachs Put 140 ALB 17.01.2.../ DE000GG3L0G9 /
| 20/06/2024 10:41:38 |
Chg.- |
Bid09:04:04 |
Ask09:04:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
- |
4.43
Bid Size: 10,000 |
-
Ask Size: - |
Albemarle Corporatio... |
140.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
GG3L0G |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.33 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.48 |
| Parity: |
4.32 |
| Time value: |
0.16 |
| Break-even: |
85.97 |
| Moneyness: |
1.49 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
1.13% |
| Delta: |
-0.76 |
| Theta: |
-0.02 |
| Omega: |
-1.48 |
| Rho: |
-0.64 |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.92 |
| Previous Close: |
3.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.07% |
| 1 Month |
|
|
+78.18% |
| 3 Months |
|
|
+44.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.92 |
3.32 |
| 1M High / 1M Low: |
3.92 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
