Goldman Sachs Call 2600 AZO 20.09.2024
/ DE000GG2SBH6
Goldman Sachs Call 2600 AZO 20.09.../ DE000GG2SBH6 /
| 7/26/2024 11:03:54 AM |
Chg.+0.85 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.45EUR |
+23.61% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,600.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG2SBH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/22/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
3.97 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.19 |
| Parity: |
3.97 |
| Time value: |
0.85 |
| Break-even: |
2,878.00 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.50 |
| Spread %: |
11.57% |
| Delta: |
0.80 |
| Theta: |
-1.64 |
| Omega: |
4.66 |
| Rho: |
2.70 |
Quote data
| Open: |
4.45 |
| High: |
4.45 |
| Low: |
4.45 |
| Previous Close: |
3.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.50% |
| 1 Month |
|
|
+5.95% |
| 3 Months |
|
|
+2.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.69 |
3.25 |
| 1M High / 1M Low: |
3.96 |
2.65 |
| 6M High / 6M Low: |
6.81 |
2.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.23% |
| Volatility 6M: |
|
131.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
