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

EUWAX
2024-05-20  9:27:35 AM Chg.+0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.330EUR +17.86% -
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: 32.59
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.47
Parity: -0.82
Time value: 0.37
Break-even: 132.47
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 1.92
Spread abs.: 0.05
Spread %: 15.63%
Delta: 0.35
Theta: -0.10
Omega: 11.49
Rho: 0.03
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month  
+43.48%
3 Months
  -43.10%
YTD
  -86.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.270
1M High / 1M Low: 0.520 0.230
6M High / 6M Low: 2.650 0.230
High (YTD): 2024-01-02 2.290
Low (YTD): 2024-04-23 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.957
Avg. volume 6M:   17.742
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.98%
Volatility 6M:   331.76%
Volatility 1Y:   -
Volatility 3Y:   -