Goldman Sachs Call 3000 AZO 20.09.2024
/ DE000GG2SFP0
Goldman Sachs Call 3000 AZO 20.09.../ DE000GG2SFP0 /
| 2024-07-26 4:29:27 PM |
Chg.+0.610 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
+62.24% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,000.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG2SFP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,000.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
0.29 |
| Time value: |
1.63 |
| Break-even: |
2,956.62 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.50 |
| Spread %: |
35.21% |
| Delta: |
0.57 |
| Theta: |
-1.64 |
| Omega: |
8.31 |
| Rho: |
2.15 |
Quote data
| Open: |
1.590 |
| High: |
1.590 |
| Low: |
1.590 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.68% |
| 1 Month |
|
|
+18.66% |
| 3 Months |
|
|
-12.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.780 |
| 1M High / 1M Low: |
1.200 |
0.550 |
| 6M High / 6M Low: |
3.860 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.32% |
| Volatility 6M: |
|
231.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
