Goldman Sachs Call 2500 AZO 21.03.2025
/ DE000GG2SDV3
Goldman Sachs Call 2500 AZO 21.03.../ DE000GG2SDV3 /
| 29/07/2024 11:07:47 |
Chg.+0.45 |
Bid17:21:52 |
Ask17:21:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.73EUR |
+7.17% |
6.26
Bid Size: 2,000 |
6.76
Ask Size: 2,000 |
AutoZone Inc |
2,500.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
GG2SDV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
22/01/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.07 |
| Intrinsic value: |
5.44 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
5.44 |
| Time value: |
1.70 |
| Break-even: |
3,017.54 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.50 |
| Spread %: |
7.53% |
| Delta: |
0.81 |
| Theta: |
-0.70 |
| Omega: |
3.23 |
| Rho: |
10.24 |
Quote data
| Open: |
6.73 |
| High: |
6.73 |
| Low: |
6.73 |
| Previous Close: |
6.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.39% |
| 1 Month |
|
|
+16.44% |
| 3 Months |
|
|
+9.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.28 |
5.19 |
| 1M High / 1M Low: |
6.28 |
4.61 |
| 6M High / 6M Low: |
8.62 |
4.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.03% |
| Volatility 6M: |
|
87.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
