Goldman Sachs Call 2500 AZO 20.06.2025
/ DE000GG2SFK1
Goldman Sachs Call 2500 AZO 20.06.../ DE000GG2SFK1 /
| 7/17/2024 11:18:15 AM |
Chg.+0.33 |
Bid4:50:46 PM |
Ask4:50:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.23EUR |
+5.59% |
6.06
Bid Size: 2,000 |
6.56
Ask Size: 2,000 |
AutoZone Inc |
2,500.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/22/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.47 |
| Intrinsic value: |
4.45 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
4.45 |
| Time value: |
2.28 |
| Break-even: |
2,966.14 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.50 |
| Spread %: |
8.03% |
| Delta: |
0.78 |
| Theta: |
-0.58 |
| Omega: |
3.16 |
| Rho: |
13.48 |
Quote data
| Open: |
6.23 |
| High: |
6.23 |
| Low: |
6.23 |
| Previous Close: |
5.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.40% |
| 1 Month |
|
|
+17.11% |
| 3 Months |
|
|
-5.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.90 |
5.09 |
| 1M High / 1M Low: |
6.68 |
5.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
