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Goldman Sachs Call 180 ALB 20.09..../  DE000GQ8GEX7  /

EUWAX
2024-05-17  11:09:26 AM Chg.+0.020 Bid9:55:05 PM Ask9:55:05 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.250
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Albemarle Corporatio... 180.00 USD 2024-09-20 Call
 

Master data

WKN: GQ8GEX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.17
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.47
Parity: -4.68
Time value: 0.25
Break-even: 168.15
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 1.73
Spread abs.: 0.02
Spread %: 8.62%
Delta: 0.16
Theta: -0.03
Omega: 7.60
Rho: 0.06
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.69%
1 Month     0.00%
3 Months
  -46.51%
YTD
  -84.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.210
1M High / 1M Low: 0.330 0.170
6M High / 6M Low: 1.630 0.170
High (YTD): 2024-01-02 1.390
Low (YTD): 2024-04-23 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.00%
Volatility 6M:   276.12%
Volatility 1Y:   -
Volatility 3Y:   -