Goldman Sachs Call 2500 AZO 20.06.2025
/ DE000GG2SFK1
Goldman Sachs Call 2500 AZO 20.06.../ DE000GG2SFK1 /
| 18/09/2024 10:57:08 |
Chg.-0.17 |
Bid19:05:43 |
Ask19:05:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.41EUR |
-2.58% |
6.60
Bid Size: 2,000 |
6.90
Ask Size: 2,000 |
AutoZone Inc |
2,500.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
GG2SFK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
22/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.90 |
| Intrinsic value: |
5.20 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
5.20 |
| Time value: |
1.81 |
| Break-even: |
2,948.79 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.50 |
| Spread %: |
7.68% |
| Delta: |
0.80 |
| Theta: |
-0.62 |
| Omega: |
3.17 |
| Rho: |
11.46 |
Quote data
| Open: |
6.41 |
| High: |
6.41 |
| Low: |
6.41 |
| Previous Close: |
6.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.74% |
| 1 Month |
|
|
-13.14% |
| 3 Months |
|
|
+4.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.90 |
6.58 |
| 1M High / 1M Low: |
7.66 |
6.58 |
| 6M High / 6M Low: |
9.05 |
4.67 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.75% |
| Volatility 6M: |
|
68.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
