Goldman Sachs Call 120 ALB 20.09.2024
/ DE000GQ7XTL7
Goldman Sachs Call 120 ALB 20.09..../ DE000GQ7XTL7 /
10/07/2024 10:24:46 |
Chg.-0.150 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-48.39% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
GQ7XTL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
25/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
48.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.48 |
Parity: |
-2.73 |
Time value: |
0.17 |
Break-even: |
112.70 |
Moneyness: |
0.75 |
Premium: |
0.35 |
Premium p.a.: |
3.53 |
Spread abs.: |
0.02 |
Spread %: |
12.99% |
Delta: |
0.17 |
Theta: |
-0.04 |
Omega: |
8.20 |
Rho: |
0.02 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
-81.40% |
3 Months |
|
|
-92.66% |
YTD |
|
|
-96.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.260 |
1M High / 1M Low: |
0.860 |
0.230 |
6M High / 6M Low: |
3.220 |
0.230 |
High (YTD): |
02/01/2024 |
3.790 |
Low (YTD): |
21/06/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.297 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.417 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.604 |
Avg. volume 6M: |
|
11.905 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
276.10% |
Volatility 6M: |
|
211.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |