Goldman Sachs Put 140 ALB 21.06.2024
/ DE000GQ8P9Y3
Goldman Sachs Put 140 ALB 21.06.2.../ DE000GQ8P9Y3 /
| 6/3/2024 10:15:06 AM |
Chg.-0.02 |
Bid12:50:51 PM |
Ask12:50:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-1.23% |
1.56
Bid Size: 10,000 |
1.63
Ask Size: 10,000 |
Albemarle Corporatio... |
140.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
GQ8P9Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.47 |
| Parity: |
1.60 |
| Time value: |
0.10 |
| Break-even: |
112.00 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
3.03% |
| Delta: |
-0.83 |
| Theta: |
-0.09 |
| Omega: |
-5.54 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-3.61% |
| 3 Months |
|
|
+12.68% |
| YTD |
|
|
+16.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.23 |
| 1M High / 1M Low: |
1.67 |
0.91 |
| 6M High / 6M Low: |
3.20 |
0.91 |
| High (YTD): |
2/6/2024 |
3.20 |
| Low (YTD): |
5/15/2024 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.67% |
| Volatility 6M: |
|
207.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
