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Goldman Sachs Call 250 AMC 17.01..../  DE000GZ7RX38  /

EUWAX
2024-05-17  10:51:28 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 ALBEMARLE CORP. D... 250.00 - 2025-01-17 Call
 

Master data

WKN: GZ7RX3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-01-17
Issue date: 2023-01-30
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.29
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.47
Parity: -12.94
Time value: 0.18
Break-even: 251.82
Moneyness: 0.48
Premium: 1.09
Premium p.a.: 2.01
Spread abs.: 0.03
Spread %: 19.74%
Delta: 0.09
Theta: -0.02
Omega: 5.78
Rho: 0.06
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+27.27%
3 Months
  -48.15%
YTD
  -81.82%
1 Year
  -95.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.180 0.110
6M High / 6M Low: 0.820 0.110
High (YTD): 2024-01-02 0.700
Low (YTD): 2024-04-26 0.110
52W High: 2023-07-12 4.780
52W Low: 2024-04-26 0.110
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   578.629
Avg. price 1Y:   1.324
Avg. volume 1Y:   425.490
Volatility 1M:   223.29%
Volatility 6M:   252.22%
Volatility 1Y:   205.35%
Volatility 3Y:   -