Goldman Sachs Put 150 ALB 21.03.2025
/ DE000GG5CFP7
Goldman Sachs Put 150 ALB 21.03.2.../ DE000GG5CFP7 /
| 1/24/2025 10:57:05 AM |
Chg.-0.09 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.68EUR |
-1.56% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
GG5CFP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/19/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.84 |
| Intrinsic value: |
5.84 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.54 |
| Parity: |
5.84 |
| Time value: |
0.01 |
| Break-even: |
84.43 |
| Moneyness: |
1.69 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
-0.93 |
| Theta: |
-0.02 |
| Omega: |
-1.34 |
| Rho: |
-0.21 |
Quote data
| Open: |
5.68 |
| High: |
5.68 |
| Low: |
5.68 |
| Previous Close: |
5.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.48% |
| 1 Month |
|
|
-2.57% |
| 3 Months |
|
|
+11.15% |
| YTD |
|
|
-3.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.77 |
5.04 |
| 1M High / 1M Low: |
6.36 |
5.04 |
| 6M High / 6M Low: |
7.01 |
3.80 |
| High (YTD): |
1/13/2025 |
6.36 |
| Low (YTD): |
1/21/2025 |
5.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.80% |
| Volatility 6M: |
|
79.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |