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Goldman Sachs Call 150 AMC 17.01..../  DE000GP399D6  /

EUWAX
2024-05-17  9:56:35 AM Chg.+0.05 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.24EUR +4.20% -
Bid Size: -		 -
Ask Size: -		 ALBEMARLE CORP. D... 150.00 - 2025-01-17 Call
 

Master data

WKN: GP399D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-04-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.29
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.47
Parity: -3.11
Time value: 1.28
Break-even: 162.80
Moneyness: 0.79
Premium: 0.37
Premium p.a.: 0.60
Spread abs.: 0.05
Spread %: 4.07%
Delta: 0.41
Theta: -0.05
Omega: 3.84
Rho: 0.24
 

Quote data

Open: 1.24
High: 1.24
Low: 1.24
Previous Close: 1.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.29%
1 Month  
+18.10%
3 Months
  -9.49%
YTD
  -58.94%
1 Year
  -84.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.19
1M High / 1M Low: 1.52 0.90
6M High / 6M Low: 3.13 0.90
High (YTD): 2024-01-02 2.83
Low (YTD): 2024-04-23 0.90
52W High: 2023-07-12 10.29
52W Low: 2024-04-23 0.90
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.62
Avg. volume 6M:   0.00
Avg. price 1Y:   3.94
Avg. volume 1Y:   0.00
Volatility 1M:   179.71%
Volatility 6M:   192.42%
Volatility 1Y:   155.64%
Volatility 3Y:   -