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Goldman Sachs Call 220 ALB 20.09..../  DE000GQ7Y1T0  /

EUWAX
2024-05-28  1:47:06 PM Chg.0.000 Bid6:32:13 PM Ask6:32:13 PM Underlying Strike price Expiration date Option type
0.046EUR 0.00% 0.073
Bid Size: 10,000		 0.083
Ask Size: 10,000		 Albemarle Corporatio... 220.00 USD 2024-09-20 Call
 

Master data

WKN: GQ7Y1T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 148.70
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.48
Parity: -8.51
Time value: 0.08
Break-even: 203.34
Moneyness: 0.58
Premium: 0.73
Premium p.a.: 4.71
Spread abs.: 0.03
Spread %: 61.22%
Delta: 0.06
Theta: -0.02
Omega: 8.51
Rho: 0.02
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month
  -4.17%
3 Months
  -79.09%
YTD
  -93.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.042
1M High / 1M Low: 0.080 0.042
6M High / 6M Low: 0.810 0.042
High (YTD): 2024-01-02 0.660
Low (YTD): 2024-05-24 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.222
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.89%
Volatility 6M:   314.09%
Volatility 1Y:   -
Volatility 3Y:   -