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Goldman Sachs Put 60 ALB 17.01.20.../  DE000GQ8GEW9  /

EUWAX
06/11/2024  14:27:33 Chg.+0.015 Bid20:58:40 Ask20:58:40 Underlying Strike price Expiration date Option type
0.067EUR +28.85% 0.052
Bid Size: 20,000		 0.082
Ask Size: 20,000		 Albemarle Corporatio... 60.00 USD 17/01/2025 Put
 

Master data

WKN: GQ8GEW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 17/01/2025
Issue date: 06/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -108.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.52
Parity: -3.64
Time value: 0.08
Break-even: 54.03
Moneyness: 0.60
Premium: 0.41
Premium p.a.: 4.66
Spread abs.: 0.03
Spread %: 55.56%
Delta: -0.05
Theta: -0.02
Omega: -5.74
Rho: -0.01
 

Quote data

Open: 0.054
High: 0.067
Low: 0.054
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month
  -25.56%
3 Months
  -79.70%
YTD
  -58.13%
1 Year
  -79.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.052
1M High / 1M Low: 0.081 0.052
6M High / 6M Low: 0.460 0.051
High (YTD): 15/08/2024 0.460
Low (YTD): 15/05/2024 0.051
52W High: 15/08/2024 0.460
52W Low: 15/05/2024 0.051
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   192.19%
Volatility 6M:   249.58%
Volatility 1Y:   217.60%
Volatility 3Y:   -