Goldman Sachs Call 2200 AZO 17.01.2025
/ DE000GP5GAB8
Goldman Sachs Call 2200 AZO 17.01.../ DE000GP5GAB8 /
10/7/2024 10:01:37 AM |
Chg.-0.38 |
Bid6:20:26 PM |
Ask6:20:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.72EUR |
-4.69% |
8.17 Bid Size: 3,000 |
8.67 Ask Size: 3,000 |
AutoZone Inc |
2,200.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
6/8/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.86 |
Intrinsic value: |
5.65 |
Implied volatility: |
0.96 |
Historic volatility: |
0.19 |
Parity: |
5.65 |
Time value: |
2.76 |
Break-even: |
3,041.00 |
Moneyness: |
1.26 |
Premium: |
0.10 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.50 |
Spread %: |
6.32% |
Delta: |
0.76 |
Theta: |
-2.23 |
Omega: |
2.51 |
Rho: |
3.56 |
Quote data
Open: |
7.72 |
High: |
7.72 |
Low: |
7.72 |
Previous Close: |
8.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.16% |
1 Month |
|
|
-11.37% |
3 Months |
|
|
+12.54% |
YTD |
|
|
+49.03% |
1 Year |
|
|
+27.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.10 |
8.10 |
1M High / 1M Low: |
9.29 |
7.60 |
6M High / 6M Low: |
9.54 |
6.03 |
High (YTD): |
3/25/2024 |
10.73 |
Low (YTD): |
1/10/2024 |
4.85 |
52W High: |
3/25/2024 |
10.73 |
52W Low: |
1/10/2024 |
4.85 |
Avg. price 1W: |
|
8.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.08 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.48 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
70.91% |
Volatility 6M: |
|
65.88% |
Volatility 1Y: |
|
69.11% |
Volatility 3Y: |
|
- |