Goldman Sachs Put 140 ALB 20.09.2024
/ DE000GQ8VLA9
Goldman Sachs Put 140 ALB 20.09.2.../ DE000GQ8VLA9 /
| 6/14/2024 10:42:05 AM |
Chg.+0.41 |
Bid12:17:42 PM |
Ask12:17:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+15.24% |
3.14
Bid Size: 10,000 |
3.19
Ask Size: 10,000 |
Albemarle Corporatio... |
140.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GQ8VLA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/14/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
2.96 |
| Time value: |
0.15 |
| Break-even: |
99.28 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-2.56 |
| Rho: |
-0.30 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
2.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.48% |
| 1 Month |
|
|
+82.35% |
| 3 Months |
|
|
+31.91% |
| YTD |
|
|
+79.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.34 |
| 1M High / 1M Low: |
2.69 |
1.50 |
| 6M High / 6M Low: |
3.40 |
1.50 |
| High (YTD): |
2/6/2024 |
3.40 |
| Low (YTD): |
5/15/2024 |
1.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.88% |
| Volatility 6M: |
|
137.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
