Goldman Sachs Call 3500 AZO 21.03.2025
/ DE000GG2SDZ4
Goldman Sachs Call 3500 AZO 21.03.../ DE000GG2SDZ4 /
18/10/2024 10:50:15 |
Chg.+0.110 |
Bid11:19:16 |
Ask11:19:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+13.25% |
0.930 Bid Size: 5,000 |
1.630 Ask Size: 500 |
AutoZone Inc |
3,500.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
GG2SDZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,500.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
22/01/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
-3.16 |
Time value: |
1.48 |
Break-even: |
3,380.02 |
Moneyness: |
0.90 |
Premium: |
0.16 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.50 |
Spread %: |
51.02% |
Delta: |
0.38 |
Theta: |
-0.86 |
Omega: |
7.48 |
Rho: |
4.05 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.830 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.17% |
1 Month |
|
|
-1.05% |
3 Months |
|
|
-3.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.780 |
1M High / 1M Low: |
1.080 |
0.660 |
6M High / 6M Low: |
1.600 |
0.470 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.870 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.857 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.006 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
231.69% |
Volatility 6M: |
|
191.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |