Goldman Sachs Call 2200 AZO 17.01.2025
/ DE000GP5GAB8
Goldman Sachs Call 2200 AZO 17.01.../ DE000GP5GAB8 /
| 15/11/2024 09:49:42 |
Chg.-0.51 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.81EUR |
-5.47% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,200.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
GP5GAB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,200.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
08/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.63 |
| Intrinsic value: |
7.52 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.19 |
| Parity: |
7.52 |
| Time value: |
2.03 |
| Break-even: |
3,155.00 |
| Moneyness: |
1.34 |
| Premium: |
0.07 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.70 |
| Spread %: |
7.91% |
| Delta: |
0.81 |
| Theta: |
-3.23 |
| Omega: |
2.49 |
| Rho: |
2.42 |
Quote data
| Open: |
8.81 |
| High: |
8.81 |
| Low: |
8.81 |
| Previous Close: |
9.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.01% |
| 1 Month |
|
|
-1.01% |
| 3 Months |
|
|
-4.86% |
| YTD |
|
|
+70.08% |
| 1 Year |
|
|
+46.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.66 |
8.64 |
| 1M High / 1M Low: |
9.66 |
7.31 |
| 6M High / 6M Low: |
9.66 |
6.03 |
| High (YTD): |
25/03/2024 |
10.73 |
| Low (YTD): |
10/01/2024 |
4.85 |
| 52W High: |
25/03/2024 |
10.73 |
| 52W Low: |
10/01/2024 |
4.85 |
| Avg. price 1W: |
|
9.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.17% |
| Volatility 6M: |
|
71.23% |
| Volatility 1Y: |
|
68.77% |
| Volatility 3Y: |
|
- |
