Goldman Sachs Call 90 ALB 21.03.2025
/ DE000GJ603H0
Goldman Sachs Call 90 ALB 21.03.2.../ DE000GJ603H0 /
| 1/24/2025 9:20:27 AM |
Chg.-0.12 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
-3.30% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
90.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
GJ603H |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.54 |
| Parity: |
-1.18 |
| Time value: |
3.36 |
| Break-even: |
89.12 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.15 |
| Spread %: |
4.67% |
| Delta: |
0.49 |
| Theta: |
-0.04 |
| Omega: |
12.26 |
| Rho: |
0.06 |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
3.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.48% |
| 1 Month |
|
|
-2.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
+5.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.26 |
3.52 |
| 1M High / 1M Low: |
5.26 |
2.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
5.26 |
| Low (YTD): |
1/3/2025 |
2.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |