Goldman Sachs Put 220 ALB 21.06.2024
/ DE000GQ29A76
Goldman Sachs Put 220 ALB 21.06.2.../ DE000GQ29A76 /
| 11/06/2024 10:01:32 |
Chg.+0.04 |
Bid15:20:38 |
Ask15:20:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.87EUR |
+0.41% |
10.01
Bid Size: 10,000 |
10.11
Ask Size: 10,000 |
Albemarle Corporatio... |
220.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
GQ29A7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
18/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.84 |
| Intrinsic value: |
9.84 |
| Implied volatility: |
2.31 |
| Historic volatility: |
0.47 |
| Parity: |
9.84 |
| Time value: |
0.08 |
| Break-even: |
105.20 |
| Moneyness: |
1.93 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.07 |
| Spread %: |
0.71% |
| Delta: |
-0.94 |
| Theta: |
-0.23 |
| Omega: |
-1.00 |
| Rho: |
-0.05 |
Quote data
| Open: |
9.87 |
| High: |
9.87 |
| Low: |
9.87 |
| Previous Close: |
9.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.63% |
| 1 Month |
|
|
+22.30% |
| 3 Months |
|
|
+9.79% |
| YTD |
|
|
+51.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.83 |
9.17 |
| 1M High / 1M Low: |
9.83 |
7.80 |
| 6M High / 6M Low: |
10.30 |
6.45 |
| High (YTD): |
15/02/2024 |
10.30 |
| Low (YTD): |
02/01/2024 |
6.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.60% |
| Volatility 6M: |
|
72.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
