Goldman Sachs Call 270 AMC 20.01..../  DE000GH7T4Y0  /

Frankfurt Zert./GS
12/9/2022  7:19:55 PM Chg.-0.130 Bid8:42:46 PM Ask8:42:46 PM Underlying Strike price Expiration date Option type
1.040EUR -11.11% 1.040
Bid Size: 20,000
1.060
Ask Size: 20,000
ALBEMARLE CORP. D... 270.00 - 1/20/2023 Call

Master data

WKN: GH7T4Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 1/20/2023
Issue date: 6/24/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.85
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.51
Parity: -2.74
Time value: 1.11
Break-even: 281.10
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 2.60
Spread abs.: 0.05
Spread %: 4.50%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.070
High: 1.120
Low: 1.040
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -57.72%
1 Month
  -78.38%
3 Months
  -80.08%
YTD
  -59.53%
1 Year
  -75.41%
3 Years     -
5 Years     -
1W High / 1W Low: 2.460 1.170
1M High / 1M Low: 6.320 1.170
6M High / 6M Low: 6.320 0.750
High (YTD): 11/11/2022 6.320
Low (YTD): 7/14/2022 0.750
52W High: 11/11/2022 6.320
52W Low: 7/14/2022 0.750
Avg. price 1W:   1.574
Avg. volume 1W:   0.000
Avg. price 1M:   2.940
Avg. volume 1M:   0.000
Avg. price 6M:   2.810
Avg. volume 6M:   0.000
Avg. price 1Y:   2.408
Avg. volume 1Y:   9.453
Volatility 1M:   252.93%
Volatility 6M:   239.56%
Volatility 1Y:   237.81%
Volatility 3Y:   -