Goldman Sachs Put 100 ALB 16.01.2026
/ DE000GG26HV5
Goldman Sachs Put 100 ALB 16.01.2.../ DE000GG26HV5 /
| 11/6/2024 2:42:32 PM |
Chg.+0.18 |
Bid7:54:05 PM |
Ask7:54:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+9.18% |
2.04
Bid Size: 20,000 |
2.07
Ask Size: 20,000 |
Albemarle Corporatio... |
100.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
GG26HV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/26/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.52 |
| Parity: |
0.02 |
| Time value: |
1.98 |
| Break-even: |
71.46 |
| Moneyness: |
1.00 |
| Premium: |
0.22 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-1.63 |
| Rho: |
-0.63 |
Quote data
| Open: |
2.08 |
| High: |
2.14 |
| Low: |
2.08 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.90% |
| 1 Month |
|
|
+0.94% |
| 3 Months |
|
|
-21.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.96 |
| 1M High / 1M Low: |
2.19 |
1.88 |
| 6M High / 6M Low: |
3.19 |
1.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.88% |
| Volatility 6M: |
|
80.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
