Goldman Sachs Put 60 ALB 17.01.2025
/ DE000GQ8GEW9
Goldman Sachs Put 60 ALB 17.01.20.../ DE000GQ8GEW9 /
| 6/14/2024 10:21:36 AM |
Chg.+0.022 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+32.35% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
60.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
GQ8GEW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/6/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.47 |
| Parity: |
-4.06 |
| Time value: |
0.14 |
| Break-even: |
54.68 |
| Moneyness: |
0.58 |
| Premium: |
0.43 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.02 |
| Spread %: |
17.09% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-4.46 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.16% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.063 |
| 1M High / 1M Low: |
0.090 |
0.053 |
| 6M High / 6M Low: |
0.320 |
0.051 |
| High (YTD): |
2/6/2024 |
0.320 |
| Low (YTD): |
5/15/2024 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.160 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.74% |
| Volatility 6M: |
|
190.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
