Goldman Sachs Call 2800 AZO 20.09.2024
/ DE000GG2SBU9
Goldman Sachs Call 2800 AZO 20.09.../ DE000GG2SBU9 /
| 12/07/2024 09:29:46 |
Chg.+0.16 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+10.19% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,800.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
22/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.75 |
| Time value: |
1.43 |
| Break-even: |
2,792.95 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.50 |
| Spread %: |
29.76% |
| Delta: |
0.62 |
| Theta: |
-1.30 |
| Omega: |
7.52 |
| Rho: |
2.73 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.34% |
| 1 Month |
|
|
+20.14% |
| 3 Months |
|
|
-50.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.36 |
| 1M High / 1M Low: |
2.75 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
