Goldman Sachs Call 2750 AZO 17.01.2025
/ DE000GG5X9B5
Goldman Sachs Call 2750 AZO 17.01.../ DE000GG5X9B5 /
| 08/11/2024 12:36:14 |
Chg.+0.38 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
+10.44% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,750.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG5X9B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,750.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.19 |
| Parity: |
3.36 |
| Time value: |
1.81 |
| Break-even: |
3,082.85 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
1.50 |
| Spread %: |
40.87% |
| Delta: |
0.72 |
| Theta: |
-2.15 |
| Omega: |
4.06 |
| Rho: |
2.99 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
3.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.80% |
| 1 Month |
|
|
+6.35% |
| 3 Months |
|
|
-17.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.02 |
2.80 |
| 1M High / 1M Low: |
4.64 |
2.80 |
| 6M High / 6M Low: |
5.01 |
2.34 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.99% |
| Volatility 6M: |
|
127.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
