Goldman Sachs Put 100 ALB 17.01.2025
/ DE000GQ52AG6
Goldman Sachs Put 100 ALB 17.01.2.../ DE000GQ52AG6 /
| 2024-08-28 9:56:53 AM |
Chg.0.00 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
100.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
GQ52AG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.49 |
| Parity: |
0.99 |
| Time value: |
0.60 |
| Break-even: |
73.66 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
3.33% |
| Delta: |
-0.56 |
| Theta: |
-0.03 |
| Omega: |
-2.81 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.71% |
| 1 Month |
|
|
-3.07% |
| 3 Months |
|
|
+172.41% |
| YTD |
|
|
+105.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.52 |
| 1M High / 1M Low: |
2.70 |
1.52 |
| 6M High / 6M Low: |
2.70 |
0.51 |
| High (YTD): |
2024-08-15 |
2.70 |
| Low (YTD): |
2024-05-15 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.18% |
| Volatility 6M: |
|
159.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
