Goldman Sachs Call 190 ALB 20.03.2026
/ DE000GG5KHR2
Goldman Sachs Call 190 ALB 20.03..../ DE000GG5KHR2 /
| 08/10/2024 09:26:50 |
Chg.+0.060 |
Bid17:34:13 |
Ask17:34:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+9.09% |
0.650
Bid Size: 10,000 |
0.680
Ask Size: 10,000 |
Albemarle Corporatio... |
190.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG5KHR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
22/03/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.53 |
| Parity: |
-7.79 |
| Time value: |
0.80 |
| Break-even: |
181.13 |
| Moneyness: |
0.55 |
| Premium: |
0.90 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.03 |
| Spread %: |
3.90% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
3.41 |
| Rho: |
0.28 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
+2.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.510 |
| 1M High / 1M Low: |
0.660 |
0.280 |
| 6M High / 6M Low: |
2.150 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.929 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.14% |
| Volatility 6M: |
|
175.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
