Goldman Sachs Call 250 ALB 20.01..../  DE000GH7T530  /

EUWAX
12/3/2021  9:56:19 AM Chg.-0.10 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
5.08EUR -1.93% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 250.00 - 1/20/2023 Call

Master data

WKN: GH7T53
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 1/20/2023
Issue date: 6/24/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 1.03
Historic volatility: 0.38
Parity: -2.76
Time value: 4.75
Break-even: 297.50
Moneyness: 0.89
Premium: 0.34
Premium p.a.: 0.29
Spread abs.: 0.05
Spread %: 1.05%
Delta: 0.44
Theta: -0.04
Omega: 2.07
Rho: 0.58
 

Quote data

Open: 5.08
High: 5.08
Low: 5.08
Previous Close: 5.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.51%
1 Month
  -8.63%
3 Months  
+27.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.64 5.08
1M High / 1M Low: 6.29 5.08
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.37
Avg. volume 1W:   0.00
Avg. price 1M:   5.61
Avg. volume 1M:   16.67
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -