Goldman Sachs Put 150 ALB 20.09.2024
/ DE000GQ7Y0V8
Goldman Sachs Put 150 ALB 20.09.2.../ DE000GQ7Y0V8 /
| 2024-06-04 10:06:25 AM |
Chg.+0.22 |
Bid11:52:09 AM |
Ask11:52:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.97EUR |
+8.00% |
3.01
Bid Size: 10,000 |
3.06
Ask Size: 10,000 |
Albemarle Corporatio... |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GQ7Y0V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 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: |
-3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
2.67 |
| Time value: |
0.27 |
| Break-even: |
108.12 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
-0.73 |
| Theta: |
-0.03 |
| Omega: |
-2.77 |
| Rho: |
-0.33 |
Quote data
| Open: |
2.97 |
| High: |
2.97 |
| Low: |
2.97 |
| Previous Close: |
2.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.22% |
| 1 Month |
|
|
+7.61% |
| 3 Months |
|
|
+33.18% |
| YTD |
|
|
+36.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.45 |
| 1M High / 1M Low: |
2.79 |
2.10 |
| 6M High / 6M Low: |
4.20 |
2.10 |
| High (YTD): |
2024-02-15 |
4.20 |
| Low (YTD): |
2024-05-15 |
2.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.39% |
| Volatility 6M: |
|
135.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
