Goldman Sachs Call 2750 AZO 17.01.2025
/ DE000GG5X9B5
Goldman Sachs Call 2750 AZO 17.01.../ DE000GG5X9B5 /
10/7/2024 9:02:13 AM |
Chg.-0.29 |
Bid3:42:04 PM |
Ask3:42:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.29EUR |
-8.10% |
3.49 Bid Size: 3,000 |
3.99 Ask Size: 3,000 |
AutoZone Inc |
2,750.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/3/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.99 |
Intrinsic value: |
2.58 |
Implied volatility: |
0.41 |
Historic volatility: |
0.19 |
Parity: |
2.58 |
Time value: |
1.35 |
Break-even: |
2,899.72 |
Moneyness: |
1.10 |
Premium: |
0.05 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.50 |
Spread %: |
14.58% |
Delta: |
0.73 |
Theta: |
-1.12 |
Omega: |
5.12 |
Rho: |
4.53 |
Quote data
Open: |
3.29 |
High: |
3.29 |
Low: |
3.29 |
Previous Close: |
3.58 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.57% |
1 Month |
|
|
-22.77% |
3 Months |
|
|
+13.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.42 |
3.58 |
1M High / 1M Low: |
4.53 |
3.31 |
6M High / 6M Low: |
5.38 |
2.34 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.97 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.41% |
Volatility 6M: |
|
118.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |