Goldman Sachs Call 260 ALB 21.01..../  DE000GX03C26  /

EUWAX
12/3/2021  9:46:33 AM Chg.-0.06 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.67EUR -3.47% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 260.00 - 1/21/2022 Call

Master data

WKN: GX03C2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 1/21/2022
Issue date: 8/11/2021
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.23
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.38
Parity: -3.76
Time value: 1.37
Break-even: 273.70
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 3.85
Spread abs.: 0.02
Spread %: 1.46%
Delta: 0.32
Theta: -0.21
Omega: 5.17
Rho: 0.08
 

Quote data

Open: 1.67
High: 1.67
Low: 1.67
Previous Close: 1.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.60%
1 Month
  -28.33%
3 Months  
+8.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.26 1.67
1M High / 1M Low: 2.92 1.67
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   2.30
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -