Goldman Sachs Put 160 ALB 20.09.2024
/ DE000GQ7XZH2
Goldman Sachs Put 160 ALB 20.09.2.../ DE000GQ7XZH2 /
| 2024-06-04 10:06:21 AM |
Chg.+0.24 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.78EUR |
+6.78% |
3.78
Bid Size: 10,000 |
3.83
Ask Size: 10,000 |
Albemarle Corporatio... |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GQ7XZH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.59 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
3.59 |
| Time value: |
0.15 |
| Break-even: |
109.29 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-2.36 |
| Rho: |
-0.37 |
Quote data
| Open: |
3.78 |
| High: |
3.78 |
| Low: |
3.78 |
| Previous Close: |
3.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.50% |
| 1 Month |
|
|
+8.00% |
| 3 Months |
|
|
+34.52% |
| YTD |
|
|
+42.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.56 |
3.19 |
| 1M High / 1M Low: |
3.57 |
2.76 |
| 6M High / 6M Low: |
4.99 |
2.65 |
| High (YTD): |
2024-02-15 |
4.99 |
| Low (YTD): |
2024-05-15 |
2.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.91% |
| Volatility 6M: |
|
122.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
