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Goldman Sachs Put 280 ALB 21.06.2.../  DE000GP95Y45  /

EUWAX
2024-06-03  10:09:08 AM Chg.0.00 Bid2:37:09 PM Ask2:37:09 PM Underlying Strike price Expiration date Option type
14.44EUR 0.00% 14.37
Bid Size: 10,000		 14.47
Ask Size: 10,000		 Albemarle Corporatio... 280.00 USD 2024-06-21 Put
 

Master data

WKN: GP95Y4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 280.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.77
Leverage: Yes

Calculated values

Fair value: 14.50
Intrinsic value: 14.50
Implied volatility: 2.33
Historic volatility: 0.47
Parity: 14.50
Time value: 0.16
Break-even: 111.40
Moneyness: 2.28
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.20
Spread %: 1.38%
Delta: -0.91
Theta: -0.24
Omega: -0.70
Rho: -0.12
 

Quote data

Open: 14.44
High: 14.44
Low: 14.44
Previous Close: 14.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month  
+0.49%
3 Months  
+11.42%
YTD  
+22.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.46 13.94
1M High / 1M Low: 14.46 13.34
6M High / 6M Low: 15.88 11.77
High (YTD): 2024-02-06 15.88
Low (YTD): 2024-01-02 12.31
52W High: - -
52W Low: - -
Avg. price 1W:   14.21
Avg. volume 1W:   0.00
Avg. price 1M:   13.99
Avg. volume 1M:   0.00
Avg. price 6M:   14.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   35.32%
Volatility 6M:   45.83%
Volatility 1Y:   -
Volatility 3Y:   -