Goldman Sachs Put 180 ALB 20.09.2024
/ DE000GQ82TJ7
Goldman Sachs Put 180 ALB 20.09.2.../ DE000GQ82TJ7 /
| 2024-05-22 10:54:54 AM |
Chg.+0.23 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.97EUR |
+4.85% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
180.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GQ82TJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
4.92 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
4.92 |
| Time value: |
0.06 |
| Break-even: |
116.04 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.05 |
| Spread %: |
1.01% |
| Delta: |
-0.83 |
| Theta: |
-0.02 |
| Omega: |
-1.95 |
| Rho: |
-0.49 |
Quote data
| Open: |
4.97 |
| High: |
4.97 |
| Low: |
4.97 |
| Previous Close: |
4.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.84% |
| 1 Month |
|
|
-22.34% |
| 3 Months |
|
|
-15.04% |
| YTD |
|
|
+29.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.97 |
4.48 |
| 1M High / 1M Low: |
6.40 |
4.26 |
| 6M High / 6M Low: |
6.67 |
3.82 |
| High (YTD): |
2024-02-06 |
6.67 |
| Low (YTD): |
2024-01-02 |
3.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.54% |
| Volatility 6M: |
|
107.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
