Goldman Sachs Call 3500 AZO 21.03.2025
/ DE000GG2SDZ4
Goldman Sachs Call 3500 AZO 21.03.../ DE000GG2SDZ4 /
| 8/14/2024 9:01:35 AM |
Chg.-0.04 |
Bid8:58:27 PM |
Ask8:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-2.84% |
1.51
Bid Size: 2,000 |
1.81
Ask Size: 2,000 |
AutoZone Inc |
3,500.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
1/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-3.13 |
| Time value: |
1.92 |
| Break-even: |
3,374.98 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.50 |
| Spread %: |
35.21% |
| Delta: |
0.42 |
| Theta: |
-0.74 |
| Omega: |
6.29 |
| Rho: |
6.09 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.43% |
| 1 Month |
|
|
+101.47% |
| 3 Months |
|
|
+16.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.28 |
| 1M High / 1M Low: |
1.60 |
0.75 |
| 6M High / 6M Low: |
2.62 |
0.47 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.83% |
| Volatility 6M: |
|
194.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
