Goldman Sachs Call 2500 AZO 21.03.2025
/ DE000GG2SDV3
Goldman Sachs Call 2500 AZO 21.03.../ DE000GG2SDV3 /
7/29/2024 11:07:47 AM |
Chg.+0.45 |
Bid6:30:21 PM |
Ask6:30:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.73EUR |
+7.17% |
6.32 Bid Size: 2,000 |
6.62 Ask Size: 2,000 |
AutoZone Inc |
2,500.00 USD |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
1/22/2024 |
Last trading day: |
3/20/2025 |
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: |
|
- |