Goldman Sachs Put 150 ALB 16.08.2024
/ DE000GG81YC5
Goldman Sachs Put 150 ALB 16.08.2.../ DE000GG81YC5 /
| 2024-06-07 9:20:15 AM |
Chg.+0.05 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
+1.68% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
GG81YC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.47 |
| Parity: |
3.25 |
| Time value: |
0.10 |
| Break-even: |
105.37 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
-0.83 |
| Theta: |
-0.03 |
| Omega: |
-2.65 |
| Rho: |
-0.23 |
Quote data
| Open: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
2.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.85% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.62 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
