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Goldman Sachs Call 2200 AZO 17.01.../  DE000GP5GAB8  /

EUWAX
02/09/2024  10:01:14 Chg.-0.29 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
9.14EUR -3.08% -
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: 2.88
Leverage: Yes

Calculated values

Fair value: 7.11
Intrinsic value: 6.81
Implied volatility: 0.95
Historic volatility: 0.19
Parity: 6.81
Time value: 3.19
Break-even: 3,200.00
Moneyness: 1.31
Premium: 0.11
Premium p.a.: 0.32
Spread abs.: 0.70
Spread %: 7.53%
Delta: 0.78
Theta: -1.94
Omega: 2.25
Rho: 4.69
 

Quote data

Open: 9.14
High: 9.14
Low: 9.14
Previous Close: 9.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.66%
1 Month  
+1.22%
3 Months  
+43.04%
YTD  
+76.45%
1 Year  
+56.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.43 8.65
1M High / 1M Low: 9.49 8.51
6M High / 6M Low: 10.73 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:   9.11
Avg. volume 1W:   0.00
Avg. price 1M:   9.11
Avg. volume 1M:   0.00
Avg. price 6M:   8.31
Avg. volume 6M:   0.00
Avg. price 1Y:   7.22
Avg. volume 1Y:   0.00
Volatility 1M:   56.17%
Volatility 6M:   62.37%
Volatility 1Y:   69.80%
Volatility 3Y:   -