Goldman Sachs Call 3100 AZO 16.01.2026
/ DE000GG5LRL2
Goldman Sachs Call 3100 AZO 16.01.../ DE000GG5LRL2 /
04/07/2024 10:58:11 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
3.41EUR |
- |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
GG5LRL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
25/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
-2.63 |
Time value: |
3.89 |
Break-even: |
3,248.92 |
Moneyness: |
0.91 |
Premium: |
0.25 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.50 |
Spread %: |
14.75% |
Delta: |
0.54 |
Theta: |
-0.49 |
Omega: |
3.64 |
Rho: |
15.71 |
Quote data
Open: |
3.41 |
High: |
3.41 |
Low: |
3.41 |
Previous Close: |
3.57 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.17% |
1 Month |
|
|
+15.20% |
3 Months |
|
|
-34.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.04 |
3.41 |
1M High / 1M Low: |
4.22 |
2.82 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |