Goldman Sachs Put 60 ALB 16.01.20.../  DE000GG28X72  /

EUWAX
2024-06-21  10:23:55 AM Chg.+0.090 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.580EUR +18.37% -
Bid Size: -
-
Ask Size: -
Albemarle Corporatio... 60.00 USD 2026-01-16 Put
 

Master data

WKN: GG28X7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-29
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.67
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.48
Parity: -3.16
Time value: 0.60
Break-even: 50.07
Moneyness: 0.64
Premium: 0.43
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 3.47%
Delta: -0.14
Theta: -0.01
Omega: -2.05
Rho: -0.29
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.72%
1 Month  
+100.00%
3 Months  
+28.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.390
1M High / 1M Low: 0.490 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -