Goldman Sachs Put 160 ALB 20.09.2024
/ DE000GQ7XZH2
Goldman Sachs Put 160 ALB 20.09.2.../ DE000GQ7XZH2 /
| 2024-06-19 11:18:03 AM |
Chg.+0.05 |
Bid2024-06-19 |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.59EUR |
+0.90% |
5.59
Bid Size: 10,000 |
5.64
Ask Size: 10,000 |
Albemarle Corporatio... |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GQ7XZH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.63 |
| Intrinsic value: |
5.63 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.47 |
| Parity: |
5.63 |
| Time value: |
0.05 |
| Break-even: |
92.19 |
| Moneyness: |
1.61 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.05 |
| Spread %: |
0.89% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-1.42 |
| Rho: |
-0.35 |
Quote data
| Open: |
5.59 |
| High: |
5.59 |
| Low: |
5.59 |
| Previous Close: |
5.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.30% |
| 1 Month |
|
|
+77.46% |
| 3 Months |
|
|
+47.49% |
| YTD |
|
|
+110.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.54 |
4.29 |
| 1M High / 1M Low: |
5.54 |
2.95 |
| 6M High / 6M Low: |
5.54 |
2.65 |
| High (YTD): |
2024-06-18 |
5.54 |
| Low (YTD): |
2024-05-15 |
2.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.45% |
| Volatility 6M: |
|
119.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
