Goldman Sachs Call 220 ALB 18.03..../  DE000GX03BB4  /

EUWAX
12/6/2021  10:18:03 AM Chg.-0.49 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
4.15EUR -10.56% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 220.00 - 3/18/2022 Call

Master data

WKN: GX03BB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 3/18/2022
Issue date: 8/11/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.25
Implied volatility: 1.14
Historic volatility: 0.38
Parity: 0.25
Time value: 3.82
Break-even: 260.70
Moneyness: 1.01
Premium: 0.17
Premium p.a.: 0.76
Spread abs.: 0.03
Spread %: 0.74%
Delta: 0.52
Theta: -0.14
Omega: 2.85
Rho: 0.21
 

Quote data

Open: 4.15
High: 4.15
Low: 4.15
Previous Close: 4.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.82%
1 Month
  -23.99%
3 Months  
+17.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.44 4.64
1M High / 1M Low: 6.24 4.64
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.99
Avg. volume 1W:   0.00
Avg. price 1M:   5.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -