Goldman Sachs Call 2500 AZO 21.03.2025
/ DE000GG2SDV3
Goldman Sachs Call 2500 AZO 21.03.../ DE000GG2SDV3 /
| 12/07/2024 09:29:48 |
Chg.+0.18 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.06EUR |
+3.69% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
3.86 |
| Time value: |
1.91 |
| Break-even: |
2,869.23 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.50 |
| Spread %: |
9.49% |
| Delta: |
0.77 |
| Theta: |
-0.66 |
| Omega: |
3.56 |
| Rho: |
10.16 |
Quote data
| Open: |
5.06 |
| High: |
5.06 |
| Low: |
5.06 |
| Previous Close: |
4.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.20% |
| 1 Month |
|
|
+8.35% |
| 3 Months |
|
|
-25.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.06 |
4.61 |
| 1M High / 1M Low: |
6.24 |
4.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
