Goldman Sachs Call 3500 AZO 21.03.2025
/ DE000GJ4H7A6
Goldman Sachs Call 3500 AZO 21.03.../ DE000GJ4H7A6 /
| 2024-10-17 10:14:29 AM |
Chg.-0.030 |
Bid12:57:37 PM |
Ask12:57:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-6.52% |
0.430
Bid Size: 10,000 |
0.730
Ask Size: 1,000 |
AutoZone Inc |
3,500.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
GJ4H7A |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-09-27 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
44.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-3.42 |
| Time value: |
0.65 |
| Break-even: |
3,287.76 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.20 |
| Spread %: |
44.84% |
| Delta: |
0.27 |
| Theta: |
-0.51 |
| Omega: |
12.11 |
| Rho: |
3.05 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
