This Achievement is MISSABLE
After you've defeated the Red Dragon boss in the Temple of the Ancients, the materia lay direct on the ground in front of you.
(Picture Credit goes to playstationtrophies.org)
DON'T leave the Materia there. Make sure you pick it up BEFORE YOU trigger the Pyramid object on the right side of the screen. A cut-scene will play and the materia is lost.
Here are a list of all materias and the finding locations.https://bit.ly/2HHYEYT
Note: The original link have () and did not work propper.