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Goldman Sachs Put 280 ALB 21.06.2.../  DE000GP95Y45  /

EUWAX
2024-06-07  10:31:27 AM Chg.+0.02 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
14.86EUR +0.13% -
Bid Size: -		 -
Ask Size: -		 Albemarle Corporatio... 280.00 USD 2024-06-21 Put
 

Master data

WKN: GP95Y4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 280.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.69
Leverage: Yes

Calculated values

Fair value: 15.28
Intrinsic value: 15.28
Implied volatility: 2.61
Historic volatility: 0.47
Parity: 15.28
Time value: 0.08
Break-even: 105.62
Moneyness: 2.44
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 0.33%
Delta: -0.94
Theta: -0.21
Omega: -0.65
Rho: -0.09
 

Quote data

Open: 14.86
High: 14.86
Low: 14.86
Previous Close: 14.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.91%
1 Month  
+7.29%
3 Months  
+3.34%
YTD  
+25.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.86 14.44
1M High / 1M Low: 14.86 13.34
6M High / 6M Low: 15.88 11.77
High (YTD): 2024-02-06 15.88
Low (YTD): 2024-01-02 12.31
52W High: - -
52W Low: - -
Avg. price 1W:   14.73
Avg. volume 1W:   0.00
Avg. price 1M:   14.14
Avg. volume 1M:   0.00
Avg. price 6M:   14.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   32.81%
Volatility 6M:   44.78%
Volatility 1Y:   -
Volatility 3Y:   -