Goldman Sachs Put 180 ALB 17.01.2025
/ DE000GQ7VC51
Goldman Sachs Put 180 ALB 17.01.2.../ DE000GQ7VC51 /
| 6/7/2024 9:06:03 AM |
Chg.+0.04 |
Bid5:49:28 PM |
Ask5:49:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.77EUR |
+0.70% |
6.03
Bid Size: 30,000 |
6.04
Ask Size: 30,000 |
Albemarle Corporatio... |
180.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
GQ7VC5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/24/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.68 |
| Intrinsic value: |
5.68 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
5.68 |
| Time value: |
0.10 |
| Break-even: |
107.46 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-1.46 |
| Rho: |
-0.87 |
Quote data
| Open: |
5.77 |
| High: |
5.77 |
| Low: |
5.77 |
| Previous Close: |
5.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.07% |
| 1 Month |
|
|
+17.04% |
| 3 Months |
|
|
-3.19% |
| YTD |
|
|
+37.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.77 |
5.36 |
| 1M High / 1M Low: |
5.77 |
4.57 |
| 6M High / 6M Low: |
6.75 |
4.16 |
| High (YTD): |
2/6/2024 |
6.75 |
| Low (YTD): |
1/2/2024 |
4.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.48 |
| Avg. volume 6M: |
|
.64 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.21% |
| Volatility 6M: |
|
83.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
