Goldman Sachs Call 2600 AZO 20.09.2024
/ DE000GG2SBH6
Goldman Sachs Call 2600 AZO 20.09.../ DE000GG2SBH6 /
| 25/06/2024 09:22:26 |
Chg.- |
Bid11:00:48 |
Ask11:00:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
- |
3.66
Bid Size: 1,000 |
4.16
Ask Size: 1,000 |
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: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
3.09 |
| Time value: |
1.06 |
| Break-even: |
2,849.48 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.50 |
| Spread %: |
13.70% |
| Delta: |
0.77 |
| Theta: |
-1.19 |
| Omega: |
5.06 |
| Rho: |
3.93 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.20 |
| Previous Close: |
4.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.64% |
| 1 Month |
|
|
+52.17% |
| 3 Months |
|
|
-36.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.37 |
4.20 |
| 1M High / 1M Low: |
4.37 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
