Goldman Sachs Call 3500 AZO 19.09.2025
/ DE000GG2SDS9
Goldman Sachs Call 3500 AZO 19.09.../ DE000GG2SDS9 /
2024-08-14 11:36:06 AM |
Chg.-0.03 |
Bid9:53:19 PM |
Ask9:53:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.40EUR |
-1.23% |
2.52 Bid Size: 2,000 |
2.82 Ask Size: 2,000 |
AutoZone Inc |
3,500.00 USD |
2025-09-19 |
Call |
Master data
WKN: |
GG2SDS |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,500.00 USD |
Maturity: |
2025-09-19 |
Issue date: |
2024-01-22 |
Last trading day: |
2025-09-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
-3.13 |
Time value: |
2.97 |
Break-even: |
3,479.98 |
Moneyness: |
0.90 |
Premium: |
0.21 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.50 |
Spread %: |
20.24% |
Delta: |
0.49 |
Theta: |
-0.57 |
Omega: |
4.71 |
Rho: |
12.10 |
Quote data
Open: |
2.40 |
High: |
2.40 |
Low: |
2.40 |
Previous Close: |
2.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.14% |
1 Month |
|
|
+62.16% |
3 Months |
|
|
+17.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.60 |
2.24 |
1M High / 1M Low: |
2.60 |
1.58 |
6M High / 6M Low: |
3.63 |
1.05 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.42 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.26% |
Volatility 6M: |
|
136.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |