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Goldman Sachs Call 200 AMC 17.01..../  DE000GZ7P0A4  /

EUWAX
2024-04-17  9:49:59 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.380EUR - -
Bid Size: -		 -
Ask Size: -		 ALBEMARLE CORP. D... 200.00 - 2025-01-17 Call
 

Master data

WKN: GZ7P0A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-01-25
Last trading day: 2024-04-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.80
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.47
Parity: -7.47
Time value: 0.36
Break-even: 203.60
Moneyness: 0.63
Premium: 0.63
Premium p.a.: 1.05
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.17
Theta: -0.03
Omega: 5.80
Rho: 0.12
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.30%
3 Months
  -2.56%
YTD
  -75.00%
1 Year
  -92.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.530 0.380
6M High / 6M Low: 1.610 0.380
High (YTD): 2024-01-02 1.410
Low (YTD): 2024-04-17 0.380
52W High: 2023-07-12 7.250
52W Low: 2024-04-17 0.380
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.740
Avg. volume 6M:   0.000
Avg. price 1Y:   2.488
Avg. volume 1Y:   0.000
Volatility 1M:   5.16%
Volatility 6M:   230.48%
Volatility 1Y:   182.31%
Volatility 3Y:   -