Goldman Sachs Put 160 ALB 21.06.2024
/ DE000GQ7XV49
Goldman Sachs Put 160 ALB 21.06.2.../ DE000GQ7XV49 /
| 5/31/2024 10:06:09 AM |
Chg.+0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
+0.30% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.47 |
| Parity: |
3.45 |
| Time value: |
0.11 |
| Break-even: |
111.89 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
4.40% |
| Delta: |
-0.87 |
| Theta: |
-0.11 |
| Omega: |
-2.77 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.39 |
| High: |
3.39 |
| Low: |
3.39 |
| Previous Close: |
3.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.25% |
| 1 Month |
|
|
+4.31% |
| 3 Months |
|
|
+29.89% |
| YTD |
|
|
+48.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
2.94 |
| 1M High / 1M Low: |
3.39 |
2.38 |
| 6M High / 6M Low: |
4.84 |
2.29 |
| High (YTD): |
2/15/2024 |
4.84 |
| Low (YTD): |
5/15/2024 |
2.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.80% |
| Volatility 6M: |
|
152.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
