Goldman Sachs Call 180 AMC 20.01..../  DE000GH4ZG71  /

EUWAX
1/26/2022  10:12:25 AM Chg.0.00 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
4.96EUR 0.00% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 180.00 - 1/20/2023 Call

Master data

WKN: GH4ZG7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 1/20/2023
Issue date: 4/21/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.36
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.23
Implied volatility: 1.19
Historic volatility: 0.38
Parity: 0.23
Time value: 5.20
Break-even: 234.30
Moneyness: 1.01
Premium: 0.29
Premium p.a.: 0.29
Spread abs.: 0.60
Spread %: 11.05%
Delta: 0.55
Theta: -0.05
Omega: 1.85
Rho: 0.45
 

Quote data

Open: 4.96
High: 4.96
Low: 4.96
Previous Close: 4.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.07%
1 Month
  -18.82%
3 Months
  -30.34%
YTD
  -24.04%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.91 4.96
1M High / 1M Low: 7.24 4.96
6M High / 6M Low: 10.60 3.68
High (YTD): 1/5/2022 7.24
Low (YTD): 1/25/2022 4.96
52W High: - -
52W Low: - -
Avg. price 1W:   5.39
Avg. volume 1W:   0.00
Avg. price 1M:   6.38
Avg. volume 1M:   0.00
Avg. price 6M:   6.89
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.95%
Volatility 6M:   96.96%
Volatility 1Y:   -
Volatility 3Y:   -