OverviewChartNewsTraderScreen

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

EUWAX
2024-05-22  9:52:16 AM Chg.+0.030 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.300EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 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: -36.46
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.47
Parity: -2.45
Time value: 0.32
Break-even: 88.93
Moneyness: 0.79
Premium: 0.24
Premium p.a.: 0.90
Spread abs.: 0.02
Spread %: 6.67%
Delta: -0.16
Theta: -0.03
Omega: -5.74
Rho: -0.07
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -63.86%
3 Months
  -64.71%
YTD
  -43.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.830 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:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.421
Avg. volume 1M:   0.000
Avg. price 6M:   0.718
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.78%
Volatility 6M:   211.48%
Volatility 1Y:   -
Volatility 3Y:   -