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Goldman Sachs Put 80 ALB 20.09.20.../  DE000GQ7XZT7  /

EUWAX
2024-05-22  9:52:07 AM Chg.+0.004 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.069EUR +6.15% -
Bid Size: -		 -
Ask Size: -		 Albemarle Corporatio... 80.00 USD 2024-09-20 Put
 

Master data

WKN: GQ7XZT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -131.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.47
Parity: -4.30
Time value: 0.09
Break-even: 72.82
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 1.62
Spread abs.: 0.02
Spread %: 28.99%
Delta: -0.05
Theta: -0.02
Omega: -6.61
Rho: -0.02
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.75%
1 Month
  -76.21%
3 Months
  -80.29%
YTD
  -71.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.064
1M High / 1M Low: 0.290 0.059
6M High / 6M Low: 0.610 0.059
High (YTD): 2024-02-15 0.530
Low (YTD): 2024-05-15 0.059
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.53%
Volatility 6M:   246.36%
Volatility 1Y:   -
Volatility 3Y:   -