Goldman Sachs Put 80 ALB 21.03.2025
/ DE000GG5CQ85
Goldman Sachs Put 80 ALB 21.03.20.../ DE000GG5CQ85 /
| 2024-06-07 11:44:32 AM |
Chg.0.000 |
Bid8:52:37 PM |
Ask8:52:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
0.00% |
0.400
Bid Size: 30,000 |
0.410
Ask Size: 30,000 |
Albemarle Corporatio... |
80.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
GG5CQ8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
-3.51 |
| Time value: |
0.38 |
| Break-even: |
69.68 |
| Moneyness: |
0.68 |
| Premium: |
0.36 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
5.60% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-3.59 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
+6.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.370 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
