Goldman Sachs Call 3700 AZO 16.01.2026
/ DE000GG5LRC1
Goldman Sachs Call 3700 AZO 16.01.../ DE000GG5LRC1 /
9/4/2024 5:54:10 PM |
Chg.-0.07 |
Bid7:38:55 PM |
Ask7:38:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.37EUR |
-2.87% |
2.32 Bid Size: 2,000 |
2.62 Ask Size: 1,000 |
AutoZone Inc |
3,700.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
GG5LRC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,700.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
3/25/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-5.07 |
Time value: |
2.90 |
Break-even: |
3,638.86 |
Moneyness: |
0.85 |
Premium: |
0.28 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.50 |
Spread %: |
20.83% |
Delta: |
0.45 |
Theta: |
-0.51 |
Omega: |
4.41 |
Rho: |
13.51 |
Quote data
Open: |
2.37 |
High: |
2.37 |
Low: |
2.37 |
Previous Close: |
2.44 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.58% |
1 Month |
|
|
-7.06% |
3 Months |
|
|
+82.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.62 |
2.44 |
1M High / 1M Low: |
2.74 |
2.28 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |