Goldman Sachs Call 2700 AZO 20.03.2026
/ DE000GG9HPS1
Goldman Sachs Call 2700 AZO 20.03.../ DE000GG9HPS1 /
| 17/07/2024 10:17:41 |
Chg.+0.24 |
Bid17:30:35 |
Ask17:30:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.16EUR |
+4.05% |
5.93
Bid Size: 1,000 |
6.23
Ask Size: 1,000 |
AutoZone Inc |
2,700.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG9HPS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,700.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
12/06/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.00 |
| Intrinsic value: |
2.62 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
2.62 |
| Time value: |
4.25 |
| Break-even: |
3,163.59 |
| Moneyness: |
1.11 |
| Premium: |
0.16 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.70 |
| Spread %: |
11.35% |
| Delta: |
0.72 |
| Theta: |
-0.47 |
| Omega: |
2.87 |
| Rho: |
21.45 |
Quote data
| Open: |
6.16 |
| High: |
6.16 |
| Low: |
6.16 |
| Previous Close: |
5.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.84% |
| 1 Month |
|
|
+16.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.92 |
5.14 |
| 1M High / 1M Low: |
6.51 |
5.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
