Goldman Sachs Call 3000 AZO 15.11.2024
/ DE000GJ4AAK3
Goldman Sachs Call 3000 AZO 15.11.../ DE000GJ4AAK3 /
| 06/11/2024 14:58:12 |
Chg.- |
Bid11:11:46 |
Ask11:11:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
- |
1.85
Bid Size: 2,000 |
3.85
Ask Size: 500 |
AutoZone Inc |
3,000.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
GJ4AAK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,000.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
24/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.19 |
| Parity: |
1.83 |
| Time value: |
0.82 |
| Break-even: |
3,060.43 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
2.45 |
| Spread abs.: |
0.70 |
| Spread %: |
35.90% |
| Delta: |
0.71 |
| Theta: |
-8.82 |
| Omega: |
7.94 |
| Rho: |
0.40 |
Quote data
| Open: |
1.05 |
| High: |
1.13 |
| Low: |
1.05 |
| Previous Close: |
0.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.43% |
| 1 Month |
|
|
+9.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.48 |
| 1M High / 1M Low: |
2.13 |
0.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
