Goldman Sachs Call 290 ALB 21.01..../  DE000GX03AD2  /

EUWAX
12/6/2021  10:17:59 AM Chg.-0.140 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.570EUR -19.72% -
Bid Size: -
-
Ask Size: -
ALBEMARLE CORP. D... 290.00 - 1/21/2022 Call

Master data

WKN: GX03AD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALBEMARLE CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 1/21/2022
Issue date: 8/11/2021
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.38
Parity: -6.75
Time value: 0.58
Break-even: 295.80
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 8.59
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.18
Theta: -0.14
Omega: 6.81
Rho: 0.04
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.36%
1 Month
  -54.03%
3 Months
  -30.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.010 0.710
1M High / 1M Low: 1.430 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   1.073
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   366.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -