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Goldman Sachs Put 120 ALB 20.09.2.../  DE000GQ8BRA8  /

EUWAX
2024-05-22  10:11:40 AM Chg.+0.070 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.860EUR +8.86% -
Bid Size: -		 -
Ask Size: -		 Albemarle Corporatio... 120.00 USD 2024-09-20 Put
 

Master data

WKN: GQ8BRA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-02
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.96
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.47
Parity: -0.61
Time value: 0.90
Break-even: 101.56
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 2.27%
Delta: -0.35
Theta: -0.04
Omega: -4.57
Rho: -0.17
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month
  -50.86%
3 Months
  -48.19%
YTD
  -15.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.740
1M High / 1M Low: 1.750 0.670
6M High / 6M Low: 2.210 0.670
High (YTD): 2024-02-15 2.210
Low (YTD): 2024-05-15 0.670
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   1.048
Avg. volume 1M:   0.000
Avg. price 6M:   1.435
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.54%
Volatility 6M:   176.30%
Volatility 1Y:   -
Volatility 3Y:   -