Goldman Sachs Call 3300 AZO 16.01.2026
/ DE000GG5LRF4
Goldman Sachs Call 3300 AZO 16.01.../ DE000GG5LRF4 /
9/3/2024 10:53:57 AM |
Chg.0.00 |
Bid6:39:15 PM |
Ask6:39:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.85EUR |
0.00% |
3.79 Bid Size: 1,000 |
4.09 Ask Size: 1,000 |
AutoZone Inc |
3,300.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
GG5LRF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,300.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
3/25/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.70 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-1.07 |
Time value: |
4.46 |
Break-even: |
3,427.78 |
Moneyness: |
0.96 |
Premium: |
0.19 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.50 |
Spread %: |
12.63% |
Delta: |
0.59 |
Theta: |
-0.54 |
Omega: |
3.79 |
Rho: |
17.04 |
Quote data
Open: |
3.85 |
High: |
3.85 |
Low: |
3.85 |
Previous Close: |
3.85 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.32% |
1 Month |
|
|
-2.28% |
3 Months |
|
|
+65.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.05 |
3.80 |
1M High / 1M Low: |
4.20 |
3.62 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |