OverviewChartNewsTraderScreen

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

EUWAX
2024-05-17  10:42:14 AM Chg.-0.09 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
13.91EUR -0.64% -
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: -0.86
Leverage: Yes

Calculated values

Fair value: 13.88
Intrinsic value: 13.88
Implied volatility: 1.39
Historic volatility: 0.47
Parity: 13.88
Time value: 0.01
Break-even: 118.74
Moneyness: 2.17
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 0.22%
Delta: -0.94
Theta: -0.06
Omega: -0.81
Rho: -0.24
 

Quote data

Open: 13.91
High: 13.91
Low: 13.91
Previous Close: 14.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.81%
1 Month
  -10.08%
3 Months
  -6.71%
YTD  
+17.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.00 13.34
1M High / 1M Low: 15.75 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:   13.72
Avg. volume 1W:   0.00
Avg. price 1M:   14.63
Avg. volume 1M:   0.00
Avg. price 6M:   14.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   35.34%
Volatility 6M:   46.26%
Volatility 1Y:   -
Volatility 3Y:   -