Goldman Sachs Put 180 ALB 21.06.2024
/ DE000GQ6HY05
Goldman Sachs Put 180 ALB 21.06.2.../ DE000GQ6HY05 /
| 2024-06-07 9:59:28 AM |
Chg.+0.06 |
Bid8:53:18 PM |
Ask8:53:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.69EUR |
+1.07% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
180.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GQ6HY0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.68 |
| Intrinsic value: |
5.68 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.47 |
| Parity: |
5.68 |
| Time value: |
0.05 |
| Break-even: |
107.96 |
| Moneyness: |
1.52 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
0.53% |
| Delta: |
-0.93 |
| Theta: |
-0.12 |
| Omega: |
-1.76 |
| Rho: |
-0.06 |
Quote data
| Open: |
5.69 |
| High: |
5.69 |
| Low: |
5.69 |
| Previous Close: |
5.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.00% |
| 1 Month |
|
|
+23.43% |
| 3 Months |
|
|
-1.04% |
| YTD |
|
|
+62.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.64 |
5.21 |
| 1M High / 1M Low: |
5.64 |
4.11 |
| 6M High / 6M Low: |
6.65 |
3.48 |
| High (YTD): |
2024-02-15 |
6.65 |
| Low (YTD): |
2024-01-02 |
3.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.11% |
| Volatility 6M: |
|
114.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
