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Goldman Sachs Call 140 ALB 21.06..../  DE000GQ72P75  /

EUWAX
2024-06-03  11:28:58 AM Chg.-0.020 Bid7:18:37 PM Ask7:18:37 PM Underlying Strike price Expiration date Option type
0.070EUR -22.22% -
Bid Size: -		 -
Ask Size: -		 Albemarle Corporatio... 140.00 USD 2024-06-21 Call
 

Master data

WKN: GQ72P7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 132.89
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.47
Parity: -1.60
Time value: 0.09
Break-even: 129.85
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 15.88
Spread abs.: 0.02
Spread %: 30.77%
Delta: 0.14
Theta: -0.08
Omega: 18.21
Rho: 0.01
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.82%
1 Month
  -79.41%
3 Months
  -95.45%
YTD
  -97.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.090
1M High / 1M Low: 0.520 0.090
6M High / 6M Low: 2.650 0.090
High (YTD): 2024-01-02 2.290
Low (YTD): 2024-05-31 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   13.710
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   394.82%
Volatility 6M:   347.16%
Volatility 1Y:   -
Volatility 3Y:   -