Goldman Sachs Put 150 ALB 21.03.2025
/ DE000GG5CFP7
Goldman Sachs Put 150 ALB 21.03.2.../ DE000GG5CFP7 /
| 2024-06-07 11:44:03 AM |
Chg.+0.04 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
+1.15% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
GG5CFP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.47 |
| Parity: |
2.92 |
| Time value: |
0.62 |
| Break-even: |
102.32 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
-0.61 |
| Theta: |
-0.02 |
| Omega: |
-1.87 |
| Rho: |
-0.80 |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
3.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.02% |
| 1 Month |
|
|
+16.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
3.25 |
| 1M High / 1M Low: |
3.53 |
2.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
