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Goldman Sachs Put 120 ALB 21.06.2.../  DE000GP9ZMS9  /

EUWAX
2024-06-03  9:24:12 AM Chg.-0.040 Bid11:03:42 AM Ask11:03:42 AM Underlying Strike price Expiration date Option type
0.310EUR -11.43% 0.300
Bid Size: 10,000		 0.330
Ask Size: 10,000		 Albemarle Corporatio... 120.00 USD 2024-06-21 Put
 

Master data

WKN: GP9ZMS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.53
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.47
Parity: -0.24
Time value: 0.37
Break-even: 106.87
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 1.90
Spread abs.: 0.02
Spread %: 5.71%
Delta: -0.40
Theta: -0.13
Omega: -12.06
Rho: -0.02
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month
  -46.55%
3 Months
  -52.31%
YTD
  -56.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.230
1M High / 1M Low: 0.580 0.190
6M High / 6M Low: 1.870 0.190
High (YTD): 2024-02-15 1.850
Low (YTD): 2024-05-15 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   1.002
Avg. volume 6M:   32.258
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   424.97%
Volatility 6M:   290.78%
Volatility 1Y:   -
Volatility 3Y:   -