Goldman Sachs Put 300 ALB 21.06.2024
/ DE000GP7U785
Goldman Sachs Put 300 ALB 21.06.2.../ DE000GP7U785 /
| 2024-06-07 10:01:02 AM |
Chg.+0.04 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.68EUR |
+0.24% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
300.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GP7U78 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.69 |
| Intrinsic value: |
16.69 |
| Implied volatility: |
2.52 |
| Historic volatility: |
0.47 |
| Parity: |
16.69 |
| Time value: |
0.06 |
| Break-even: |
107.94 |
| Moneyness: |
2.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
0.30% |
| Delta: |
-0.95 |
| Theta: |
-0.17 |
| Omega: |
-0.61 |
| Rho: |
-0.10 |
Quote data
| Open: |
16.68 |
| High: |
16.68 |
| Low: |
16.68 |
| Previous Close: |
16.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.39% |
| 1 Month |
|
|
+5.84% |
| 3 Months |
|
|
-0.06% |
| YTD |
|
|
+22.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.66 |
16.26 |
| 1M High / 1M Low: |
16.66 |
15.19 |
| 6M High / 6M Low: |
17.81 |
13.51 |
| High (YTD): |
2024-02-15 |
17.81 |
| Low (YTD): |
2024-01-02 |
14.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
16.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.82% |
| Volatility 6M: |
|
40.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
