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Goldman Sachs Put 60 ALB 17.01.20.../  DE000GQ8GEW9  /

EUWAX
2024-06-03  10:39:27 AM Chg.- Bid9:26:47 AM Ask9:26:47 AM Underlying Strike price Expiration date Option type
0.062EUR - 0.067
Bid Size: 10,000		 0.097
Ask Size: 10,000		 Albemarle Corporatio... 60.00 USD 2025-01-17 Put
 

Master data

WKN: GQ8GEW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -109.74
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.47
Parity: -5.58
Time value: 0.10
Break-even: 54.00
Moneyness: 0.50
Premium: 0.51
Premium p.a.: 0.95
Spread abs.: 0.03
Spread %: 42.25%
Delta: -0.04
Theta: -0.01
Omega: -4.33
Rho: -0.03
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.98%
1 Month
  -31.11%
3 Months
  -48.33%
YTD
  -61.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.053
1M High / 1M Low: 0.080 0.051
6M High / 6M Low: 0.370 0.051
High (YTD): 2024-02-06 0.320
Low (YTD): 2024-05-15 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.54%
Volatility 6M:   182.90%
Volatility 1Y:   -
Volatility 3Y:   -