Goldman Sachs Call 3200 AZO 17.01.2025
/ DE000GG5X974
Goldman Sachs Call 3200 AZO 17.01.../ DE000GG5X974 /
8/14/2024 9:52:50 AM |
Chg.-0.03 |
Bid4:41:16 PM |
Ask4:41:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.03EUR |
-1.46% |
2.16 Bid Size: 3,000 |
2.36 Ask Size: 3,000 |
AutoZone Inc |
3,200.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
GG5X97 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,200.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
4/3/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
-0.40 |
Time value: |
2.60 |
Break-even: |
3,170.15 |
Moneyness: |
0.99 |
Premium: |
0.10 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.50 |
Spread %: |
23.81% |
Delta: |
0.55 |
Theta: |
-0.95 |
Omega: |
6.05 |
Rho: |
5.61 |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
2.03 |
Previous Close: |
2.06 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.79% |
1 Month |
|
|
+103.00% |
3 Months |
|
|
+20.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.23 |
1.85 |
1M High / 1M Low: |
2.23 |
1.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |