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Goldman Sachs Put 100 ALB 20.09.2.../  DE000GQ7Y2C4  /

EUWAX
2024-06-03  9:24:30 AM Chg.- Bid9:56:03 AM Ask9:56:03 AM Underlying Strike price Expiration date Option type
0.330EUR - 0.380
Bid Size: 10,000		 0.400
Ask Size: 10,000		 Albemarle Corporatio... 100.00 USD 2024-09-20 Put
 

Master data

WKN: GQ7Y2C
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.49
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -1.92
Time value: 0.39
Break-even: 87.79
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 5.42%
Delta: -0.20
Theta: -0.04
Omega: -5.59
Rho: -0.08
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -21.43%
3 Months
  -21.43%
YTD
  -37.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.270
1M High / 1M Low: 0.350 0.230
6M High / 6M Low: 1.230 0.230
High (YTD): 2024-02-15 1.190
Low (YTD): 2024-05-15 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.73%
Volatility 6M:   212.99%
Volatility 1Y:   -
Volatility 3Y:   -