Goldman Sachs Put 80 ALB 20.09.2024
/ DE000GQ7XZT7
Goldman Sachs Put 80 ALB 20.09.20.../ DE000GQ7XZT7 /
| 19/06/2024 11:18:04 |
Chg.0.000 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
80.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GQ7XZT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
-1.82 |
| Time value: |
0.24 |
| Break-even: |
72.13 |
| Moneyness: |
0.80 |
| Premium: |
0.22 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.02 |
| Spread %: |
9.22% |
| Delta: |
-0.16 |
| Theta: |
-0.03 |
| Omega: |
-6.30 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+133.33% |
| 1 Month |
|
|
+228.13% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.090 |
| 1M High / 1M Low: |
0.210 |
0.064 |
| 6M High / 6M Low: |
0.530 |
0.059 |
| High (YTD): |
15/02/2024 |
0.530 |
| Low (YTD): |
15/05/2024 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.75% |
| Volatility 6M: |
|
256.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
