Goldman Sachs Call 260 ALB 18.03..../  DE000GX03AJ9  /

EUWAX
11/29/2021  9:12:34 AM Chg.+0.36 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
2.84EUR +14.52% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 260.00 - 3/18/2022 Call

Master data

WKN: GX03AJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 3/18/2022
Issue date: 8/11/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.32
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 1.06
Historic volatility: 0.38
Parity: -2.37
Time value: 3.23
Break-even: 292.30
Moneyness: 0.91
Premium: 0.24
Premium p.a.: 1.04
Spread abs.: 0.30
Spread %: 9.29%
Delta: 0.43
Theta: -0.14
Omega: 3.17
Rho: 0.21
 

Quote data

Open: 2.84
High: 2.84
Low: 2.84
Previous Close: 2.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.19%
1 Month  
+66.08%
3 Months  
+53.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.65 2.48
1M High / 1M Low: 3.65 2.08
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.09
Avg. volume 1W:   0.00
Avg. price 1M:   2.98
Avg. volume 1M:   8.43
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -