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

EUWAX
26/07/2024  10:29:19 Chg.+0.99 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
8.48EUR +13.22% -
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: 2.98
Leverage: Yes

Calculated values

Fair value: 6.86
Intrinsic value: 6.47
Implied volatility: 0.81
Historic volatility: 0.19
Parity: 6.47
Time value: 3.07
Break-even: 3,154.00
Moneyness: 1.29
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.70
Spread %: 7.92%
Delta: 0.78
Theta: -1.47
Omega: 2.33
Rho: 6.04
 

Quote data

Open: 8.48
High: 8.48
Low: 8.48
Previous Close: 7.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.22%
1 Month  
+7.07%
3 Months  
+3.79%
YTD  
+63.71%
1 Year  
+58.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.48 7.24
1M High / 1M Low: 8.48 6.54
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:   7.70
Avg. volume 1W:   0.00
Avg. price 1M:   7.36
Avg. volume 1M:   0.00
Avg. price 6M:   7.90
Avg. volume 6M:   0.00
Avg. price 1Y:   6.86
Avg. volume 1Y:   0.00
Volatility 1M:   91.44%
Volatility 6M:   73.40%
Volatility 1Y:   69.17%
Volatility 3Y:   -