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

EUWAX
12/6/2021  10:18:14 AM Chg.-0.29 Bid10:36:50 AM Ask10:36:50 AM Underlying Strike price Expiration date Option type
1.38EUR -17.37% 1.39
Bid Size: 3,000
1.69
Ask Size: 2,000
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: 16.24
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.38
Parity: -3.75
Time value: 1.37
Break-even: 273.70
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 4.18
Spread abs.: 0.02
Spread %: 1.46%
Delta: 0.32
Theta: -0.22
Omega: 5.20
Rho: 0.07
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.68%
1 Month
  -44.13%
3 Months
  -8.00%
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:   2.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -