Goldman Sachs Call 3100 AZO 21.03.2025
/ DE000GG5X9A7
Goldman Sachs Call 3100 AZO 21.03.../ DE000GG5X9A7 /
05/09/2024 09:17:04 |
Chg.+0.22 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
2.78EUR |
+8.59% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
GG5X9A |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
03/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.18 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
0.60 |
Time value: |
2.74 |
Break-even: |
3,131.78 |
Moneyness: |
1.02 |
Premium: |
0.10 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.50 |
Spread %: |
17.61% |
Delta: |
0.61 |
Theta: |
-0.82 |
Omega: |
5.25 |
Rho: |
7.66 |
Quote data
Open: |
2.78 |
High: |
2.78 |
Low: |
2.78 |
Previous Close: |
2.56 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.33% |
1 Month |
|
|
-10.61% |
3 Months |
|
|
+102.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.00 |
2.56 |
1M High / 1M Low: |
3.25 |
2.56 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |