Goldman Sachs Put 280 ALB 21.06.2024
/ DE000GP95Y45
Goldman Sachs Put 280 ALB 21.06.2.../ DE000GP95Y45 /
| 2024-05-06 11:18:17 AM |
Chg.-0.28 |
Bid12:29:37 PM |
Ask12:29:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.09EUR |
-1.95% |
13.96
Bid Size: 10,000 |
14.06
Ask Size: 10,000 |
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: |
-0.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.12 |
| Intrinsic value: |
14.12 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.48 |
| Parity: |
14.12 |
| Time value: |
0.02 |
| Break-even: |
118.86 |
| Moneyness: |
2.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
0.35% |
| Delta: |
-0.93 |
| Theta: |
-0.05 |
| Omega: |
-0.78 |
| Rho: |
-0.32 |
Quote data
| Open: |
14.09 |
| High: |
14.09 |
| Low: |
14.09 |
| Previous Close: |
14.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.25% |
| 1 Month |
|
|
-3.03% |
| 3 Months |
|
|
-11.27% |
| YTD |
|
|
+19.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
14.91 |
14.37 |
| 1M High / 1M Low: |
15.75 |
13.65 |
| 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: |
|
14.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
14.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.14% |
| Volatility 6M: |
|
47.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
