Goldman Sachs Put 280 ALB 21.06.2024
/ DE000GP95Y45
Goldman Sachs Put 280 ALB 21.06.2.../ DE000GP95Y45 /
17/05/2024 10:42:14 |
Chg.-0.09 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
13.91EUR |
-0.64% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
280.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
GP95Y4 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
20/07/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-0.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.70 |
Intrinsic value: |
13.70 |
Implied volatility: |
1.50 |
Historic volatility: |
0.47 |
Parity: |
13.70 |
Time value: |
0.07 |
Break-even: |
119.92 |
Moneyness: |
2.14 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.07 |
Spread %: |
0.51% |
Delta: |
-0.92 |
Theta: |
-0.09 |
Omega: |
-0.81 |
Rho: |
-0.23 |
Quote data
Open: |
13.91 |
High: |
13.91 |
Low: |
13.91 |
Previous Close: |
14.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.81% |
1 Month |
|
|
-11.68% |
3 Months |
|
|
-4.20% |
YTD |
|
|
+17.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.00 |
13.34 |
1M High / 1M Low: |
15.75 |
13.34 |
6M High / 6M Low: |
15.88 |
11.77 |
High (YTD): |
06/02/2024 |
15.88 |
Low (YTD): |
02/01/2024 |
12.31 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
14.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
14.24 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
34.98% |
Volatility 6M: |
|
46.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |