Goldman Sachs Call 350 AMC 17.01.2025
/ DE000GP4W2S7
Goldman Sachs Call 350 AMC 17.01..../ DE000GP4W2S7 /
| 2024-05-07 10:04:08 AM |
Chg.-0.001 |
Bid10:48:11 AM |
Ask10:48:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-2.70% |
0.036
Bid Size: 10,000 |
0.086
Ask Size: 5,000 |
ALBEMARLE CORP. D... |
350.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
GP4W2S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ALBEMARLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
155.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.48 |
| Parity: |
-22.86 |
| Time value: |
0.08 |
| Break-even: |
350.78 |
| Moneyness: |
0.35 |
| Premium: |
1.89 |
| Premium p.a.: |
3.57 |
| Spread abs.: |
0.03 |
| Spread %: |
62.50% |
| Delta: |
0.04 |
| Theta: |
-0.01 |
| Omega: |
5.84 |
| Rho: |
0.03 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-26.53% |
| YTD |
|
|
-82.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.025 |
| 1M High / 1M Low: |
0.050 |
0.021 |
| 6M High / 6M Low: |
0.230 |
0.021 |
| High (YTD): |
2024-01-02 |
0.190 |
| Low (YTD): |
2024-04-19 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.078 |
| Avg. volume 6M: |
|
403.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.09% |
| Volatility 6M: |
|
254.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
