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

EUWAX
2024-07-04  10:19:23 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
6.86EUR - -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,200.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-08
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 4.53
Intrinsic value: 3.97
Implied volatility: 0.65
Historic volatility: 0.19
Parity: 3.97
Time value: 3.03
Break-even: 2,900.00
Moneyness: 1.18
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.50
Spread %: 7.69%
Delta: 0.73
Theta: -1.16
Omega: 2.73
Rho: 6.45
 

Quote data

Open: 6.86
High: 6.86
Low: 6.86
Previous Close: 7.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.38%
1 Month  
+8.20%
3 Months
  -27.02%
YTD  
+32.43%
1 Year  
+19.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.98 6.85
1M High / 1M Low: 8.46 6.19
6M High / 6M Low: 10.73 4.85
High (YTD): 2024-03-25 10.73
Low (YTD): 2024-01-10 4.85
52W High: 2024-03-25 10.73
52W Low: 2024-01-10 4.85
Avg. price 1W:   7.21
Avg. volume 1W:   0.00
Avg. price 1M:   7.32
Avg. volume 1M:   0.00
Avg. price 6M:   7.72
Avg. volume 6M:   0.00
Avg. price 1Y:   6.75
Avg. volume 1Y:   0.00
Volatility 1M:   87.02%
Volatility 6M:   73.15%
Volatility 1Y:   67.71%
Volatility 3Y:   -