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

EUWAX
10/4/2024  10:49:41 AM Chg.-0.030 Bid6:44:45 PM Ask6:44:45 PM Underlying Strike price Expiration date Option type
0.090EUR -25.00% 0.085
Bid Size: 50,000		 0.095
Ask Size: 50,000		 Albemarle Corporatio... 60.00 USD 1/17/2025 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: 1/17/2025
Issue date: 11/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -66.25
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.53
Parity: -3.11
Time value: 0.13
Break-even: 53.08
Moneyness: 0.64
Premium: 0.38
Premium p.a.: 2.06
Spread abs.: 0.02
Spread %: 18.35%
Delta: -0.08
Theta: -0.02
Omega: -5.10
Rho: -0.02
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -52.63%
3 Months
  -35.71%
YTD
  -43.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.320 0.100
6M High / 6M Low: 0.460 0.051
High (YTD): 8/15/2024 0.460
Low (YTD): 5/15/2024 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.06%
Volatility 6M:   251.21%
Volatility 1Y:   -
Volatility 3Y:   -