Goldman Sachs Call 2800 AZO 20.09.2024
/ DE000GG2SBU9
Goldman Sachs Call 2800 AZO 20.09.../ DE000GG2SBU9 /
| 30/07/2024 10:49:23 |
Chg.-0.17 |
Bid14:42:47 |
Ask14:42:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
-5.31% |
3.00
Bid Size: 1,000 |
3.50
Ask Size: 1,000 |
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: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
2.52 |
| Time value: |
0.95 |
| Break-even: |
2,934.99 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.50 |
| Spread %: |
16.84% |
| Delta: |
0.74 |
| Theta: |
-1.68 |
| Omega: |
6.09 |
| Rho: |
2.52 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.60% |
| 1 Month |
|
|
+29.49% |
| 3 Months |
|
|
-5.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
1.79 |
| 1M High / 1M Low: |
3.20 |
1.36 |
| 6M High / 6M Low: |
5.24 |
1.13 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.63% |
| Volatility 6M: |
|
188.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
