Goldman Sachs Put 160 ALB 21.06.2024
/ DE000GQ7XV49
Goldman Sachs Put 160 ALB 21.06.2.../ DE000GQ7XV49 /
6/19/2024 11:17:58 AM |
Chg.+0.05 |
Bid1:42:41 PM |
Ask1:42:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.58EUR |
+0.90% |
5.57 Bid Size: 5,000 |
5.72 Ask Size: 5,000 |
Albemarle Corporatio... |
160.00 USD |
6/21/2024 |
Put |
Master data
WKN: |
GQ7XV4 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
10/25/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.63 |
Intrinsic value: |
5.63 |
Implied volatility: |
4.03 |
Historic volatility: |
0.47 |
Parity: |
5.63 |
Time value: |
0.08 |
Break-even: |
91.89 |
Moneyness: |
1.61 |
Premium: |
0.01 |
Premium p.a.: |
3.79 |
Spread abs.: |
0.10 |
Spread %: |
1.78% |
Delta: |
-0.93 |
Theta: |
-0.96 |
Omega: |
-1.50 |
Rho: |
-0.01 |
Quote data
Open: |
5.58 |
High: |
5.58 |
Low: |
5.58 |
Previous Close: |
5.53 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.68% |
1 Month |
|
|
+94.43% |
3 Months |
|
|
+59.43% |
YTD |
|
|
+143.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.53 |
4.27 |
1M High / 1M Low: |
5.53 |
2.63 |
6M High / 6M Low: |
5.53 |
2.29 |
High (YTD): |
6/18/2024 |
5.53 |
Low (YTD): |
5/15/2024 |
2.38 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.79% |
Volatility 6M: |
|
148.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |