Goldman Sachs Put 180 ALB 17.01.2025
/ DE000GQ7VC51
Goldman Sachs Put 180 ALB 17.01.2.../ DE000GQ7VC51 /
| 2024-05-17 9:22:21 AM |
Chg.-0.08 |
Bid9:57:07 PM |
Ask9:57:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.97EUR |
-1.58% |
4.84
Bid Size: 10,000 |
4.87
Ask Size: 10,000 |
Albemarle Corporatio... |
180.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GQ7VC5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.68 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
4.68 |
| Time value: |
0.31 |
| Break-even: |
115.73 |
| Moneyness: |
1.39 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
-0.71 |
| Theta: |
-0.02 |
| Omega: |
-1.68 |
| Rho: |
-0.90 |
Quote data
| Open: |
4.97 |
| High: |
4.97 |
| Low: |
4.97 |
| Previous Close: |
5.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.63% |
| 1 Month |
|
|
-21.61% |
| 3 Months |
|
|
-16.89% |
| YTD |
|
|
+18.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.05 |
4.57 |
| 1M High / 1M Low: |
6.56 |
4.57 |
| 6M High / 6M Low: |
6.75 |
4.16 |
| High (YTD): |
2024-02-06 |
6.75 |
| Low (YTD): |
2024-01-02 |
4.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.53 |
| Avg. volume 6M: |
|
.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.09% |
| Volatility 6M: |
|
85.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
