Goldman Sachs Call 230 ALB 17.12..../  DE000GX03AC4  /

EUWAX
11/12/2021  11:29:54 AM Chg.- Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
3.96EUR - -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 230.00 - 12/17/2021 Call

Master data

WKN: GX03AC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 12/17/2021
Issue date: 8/11/2021
Last trading day: 11/24/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.12
Implied volatility: 2.49
Historic volatility: 0.38
Parity: 0.12
Time value: 4.18
Break-even: 273.00
Moneyness: 1.01
Premium: 0.18
Premium p.a.: 75.18
Spread abs.: 0.03
Spread %: 0.70%
Delta: 0.58
Theta: -1.43
Omega: 3.13
Rho: 0.04
 

Quote data

Open: 3.96
High: 3.96
Low: 3.96
Previous Close: 2.98
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+26.92%
3 Months  
+60.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 4.42 2.98
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.83
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   317.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -