Goldman Sachs Call 2800 AZO 20.09.2024
/ DE000GG2SBU9
Goldman Sachs Call 2800 AZO 20.09.../ DE000GG2SBU9 /
| 9/13/2024 9:27:40 AM |
Chg.-0.19 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
-6.55% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,800.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG2SBU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/22/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.19 |
| Parity: |
2.92 |
| Time value: |
0.70 |
| Break-even: |
2,889.94 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
3.45 |
| Spread abs.: |
0.70 |
| Spread %: |
23.97% |
| Delta: |
0.77 |
| Theta: |
-12.11 |
| Omega: |
6.00 |
| Rho: |
0.30 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.87% |
| 1 Month |
|
|
-20.29% |
| 3 Months |
|
|
+90.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
2.71 |
| 1M High / 1M Low: |
3.81 |
2.71 |
| 6M High / 6M Low: |
5.24 |
1.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.93% |
| Volatility 6M: |
|
171.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
