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Goldman Sachs Call 150 ALB 20.09..../  DE000GQ7XSZ9  /

EUWAX
2024-05-17  10:00:25 AM Chg.+0.040 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.670EUR +6.35% -
Bid Size: -		 -
Ask Size: -		 Albemarle Corporatio... 150.00 USD 2024-09-20 Call
 

Master data

WKN: GQ7XSZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.98
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.47
Parity: -1.91
Time value: 0.70
Break-even: 145.02
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.78
Spread abs.: 0.02
Spread %: 2.94%
Delta: 0.36
Theta: -0.05
Omega: 6.14
Rho: 0.12
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.28%
1 Month  
+15.52%
3 Months
  -27.17%
YTD
  -73.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.630
1M High / 1M Low: 0.910 0.470
6M High / 6M Low: 2.650 0.470
High (YTD): 2024-01-02 2.330
Low (YTD): 2024-04-23 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.647
Avg. volume 1M:   0.000
Avg. price 6M:   1.152
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.69%
Volatility 6M:   236.50%
Volatility 1Y:   -
Volatility 3Y:   -