Goldman Sachs Call 115 ALB 19.12.2025
/ DE000GJ60447
Goldman Sachs Call 115 ALB 19.12..../ DE000GJ60447 /
| 1/24/2025 9:20:29 AM |
Chg.-0.01 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-0.50% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
115.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
GJ6044 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
41.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.54 |
| Parity: |
-25.00 |
| Time value: |
2.03 |
| Break-even: |
111.61 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.15 |
| Spread %: |
7.98% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
8.28 |
| Rho: |
0.13 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.61% |
| 1 Month |
|
|
-1.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
+4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.00 |
| 1M High / 1M Low: |
2.59 |
1.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
2.59 |
| Low (YTD): |
1/3/2025 |
1.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |