OverviewChartNewsTraderScreen

Goldman Sachs Put 280 ALB 21.06.2.../  DE000GP95Y45  /

EUWAX
07/06/2024  10:31:27 Chg.+0.02 Bid21:02:31 Ask21:02:31 Underlying Strike price Expiration date Option type
14.86EUR +0.13% 15.31
Bid Size: 10,000		 15.38
Ask Size: 10,000		 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: -0.73
Leverage: Yes

Calculated values

Fair value: 14.86
Intrinsic value: 14.86
Implied volatility: 2.39
Historic volatility: 0.47
Parity: 14.86
Time value: 0.06
Break-even: 107.87
Moneyness: 2.37
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 0.34%
Delta: -0.95
Theta: -0.17
Omega: -0.69
Rho: -0.10
 

Quote data

Open: 14.86
High: 14.86
Low: 14.86
Previous Close: 14.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.91%
1 Month  
+6.83%
3 Months     0.00%
YTD  
+25.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.84 14.44
1M High / 1M Low: 14.84 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:   14.64
Avg. volume 1W:   0.00
Avg. price 1M:   14.10
Avg. volume 1M:   0.00
Avg. price 6M:   14.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   32.91%
Volatility 6M:   44.94%
Volatility 1Y:   -
Volatility 3Y:   -