Goldman Sachs Call 2600 AZO 20.09.2024
/ DE000GG2SBH6
Goldman Sachs Call 2600 AZO 20.09.../ DE000GG2SBH6 /
| 04/07/2024 10:51:42 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,600.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
22/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
1.98 |
| Time value: |
1.12 |
| Break-even: |
2,708.65 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.50 |
| Spread %: |
19.23% |
| Delta: |
0.71 |
| Theta: |
-1.22 |
| Omega: |
5.98 |
| Rho: |
3.22 |
Quote data
| Open: |
2.88 |
| High: |
2.88 |
| Low: |
2.88 |
| Previous Close: |
3.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.58% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-48.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
2.88 |
| 1M High / 1M Low: |
4.37 |
2.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
