Goldman Sachs Call 3600 AZO 20.03.2026
/ DE000GG5LR42
Goldman Sachs Call 3600 AZO 20.03.../ DE000GG5LR42 /
10/8/2024 9:43:40 AM |
Chg.+0.11 |
Bid12:49:49 PM |
Ask12:49:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.54EUR |
+4.53% |
2.54 Bid Size: 2,000 |
3.54 Ask Size: 500 |
AutoZone Inc |
3,600.00 USD |
3/20/2026 |
Call |
Master data
WKN: |
GG5LR4 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,600.00 USD |
Maturity: |
3/20/2026 |
Issue date: |
3/25/2024 |
Last trading day: |
3/19/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
-4.98 |
Time value: |
3.12 |
Break-even: |
3,592.36 |
Moneyness: |
0.85 |
Premium: |
0.29 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.50 |
Spread %: |
19.08% |
Delta: |
0.46 |
Theta: |
-0.50 |
Omega: |
4.12 |
Rho: |
14.06 |
Quote data
Open: |
2.54 |
High: |
2.54 |
Low: |
2.54 |
Previous Close: |
2.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.88% |
1 Month |
|
|
-11.50% |
3 Months |
|
|
+20.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.94 |
2.43 |
1M High / 1M Low: |
2.95 |
2.31 |
6M High / 6M Low: |
3.55 |
1.63 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.68 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.66% |
Volatility 6M: |
|
97.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |