Goldman Sachs Put 100 ALB 17.01.2025
/ DE000GQ52AG6
Goldman Sachs Put 100 ALB 17.01.2.../ DE000GQ52AG6 /
| 04/07/2024 10:17:08 |
Chg.-0.10 |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-7.19% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
100.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
20/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
-0.01 |
| Time value: |
1.30 |
| Break-even: |
79.67 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-2.88 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
+79.17% |
| 3 Months |
|
|
+61.25% |
| YTD |
|
|
+67.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.35 |
| 1M High / 1M Low: |
1.55 |
0.72 |
| 6M High / 6M Low: |
1.55 |
0.51 |
| High (YTD): |
21/06/2024 |
1.55 |
| Low (YTD): |
15/05/2024 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.59% |
| Volatility 6M: |
|
153.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
