Goldman Sachs Put 240 ALB 21.06.2024
/ DE000GQ0X9U9
Goldman Sachs Put 240 ALB 21.06.2.../ DE000GQ0X9U9 /
| 2024-05-06 9:20:21 AM |
Chg.-0.35 |
Bid6:10:58 PM |
Ask6:10:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.32EUR |
-3.28% |
10.26
Bid Size: 30,000 |
10.27
Ask Size: 30,000 |
Albemarle Corporatio... |
240.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GQ0X9U |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.40 |
| Intrinsic value: |
10.40 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.48 |
| Parity: |
10.40 |
| Time value: |
0.04 |
| Break-even: |
118.68 |
| Moneyness: |
1.87 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
0.48% |
| Delta: |
-0.92 |
| Theta: |
-0.05 |
| Omega: |
-1.05 |
| Rho: |
-0.27 |
Quote data
| Open: |
10.32 |
| High: |
10.32 |
| Low: |
10.32 |
| Previous Close: |
10.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.61% |
| 1 Month |
|
|
-4.44% |
| 3 Months |
|
|
-15.20% |
| YTD |
|
|
+25.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.17 |
10.67 |
| 1M High / 1M Low: |
12.02 |
9.96 |
| 6M High / 6M Low: |
12.17 |
8.15 |
| High (YTD): |
2024-02-06 |
12.17 |
| Low (YTD): |
2024-01-02 |
8.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.83% |
| Volatility 6M: |
|
62.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
