Goldman Sachs Put 60 ALB 20.09.20.../  DE000GQ8GFA2  /

EUWAX
05/08/2024  10:34:52 Chg.+0.044 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.061EUR +258.82% -
Bid Size: -
-
Ask Size: -
Albemarle Corporatio... 60.00 USD 20/09/2024 Put
 

Master data

WKN: GQ8GFA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 20/09/2024
Issue date: 06/11/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -126.55
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.49
Parity: -2.47
Time value: 0.06
Break-even: 54.36
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 7.95
Spread abs.: 0.02
Spread %: 46.51%
Delta: -0.06
Theta: -0.03
Omega: -7.78
Rho: -0.01
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+177.27%
1 Month  
+165.22%
3 Months  
+165.22%
YTD
  -32.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.017
1M High / 1M Low: 0.043 0.017
6M High / 6M Low: 0.170 0.010
High (YTD): 06/02/2024 0.170
Low (YTD): 15/05/2024 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.050
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   515.65%
Volatility 6M:   333.38%
Volatility 1Y:   -
Volatility 3Y:   -