Goldman Sachs Put 150 ALB 20.09.2024
/ DE000GQ7Y0V8
Goldman Sachs Put 150 ALB 20.09.2.../ DE000GQ7Y0V8 /
| 13/06/2024 10:00:58 |
Chg.+0.13 |
Bid21:41:40 |
Ask21:41:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.55EUR |
+3.80% |
3.99
Bid Size: 30,000 |
4.00
Ask Size: 30,000 |
Albemarle Corporatio... |
150.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GQ7Y0V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
3.45 |
| Time value: |
0.16 |
| Break-even: |
102.62 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.40% |
| Delta: |
-0.80 |
| Theta: |
-0.03 |
| Omega: |
-2.31 |
| Rho: |
-0.32 |
Quote data
| Open: |
3.55 |
| High: |
3.55 |
| Low: |
3.55 |
| Previous Close: |
3.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.39% |
| 1 Month |
|
|
+45.49% |
| 3 Months |
|
|
+13.78% |
| YTD |
|
|
+63.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.46 |
3.05 |
| 1M High / 1M Low: |
3.46 |
2.10 |
| 6M High / 6M Low: |
4.20 |
2.10 |
| High (YTD): |
15/02/2024 |
4.20 |
| Low (YTD): |
15/05/2024 |
2.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.14% |
| Volatility 6M: |
|
132.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
