Goldman Sachs Call 3700 AZO 16.01.../  DE000GG5LRC1  /

EUWAX
29/07/2024  11:21:24 Chg.+0.16 Bid19:50:22 Ask19:50:22 Underlying Strike price Expiration date Option type
2.52EUR +6.78% 2.33
Bid Size: 2,000
2.63
Ask Size: 1,000
AutoZone Inc 3,700.00 USD 16/01/2026 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: 16/01/2026
Issue date: 25/03/2024
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.98
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.19
Parity: -5.62
Time value: 3.17
Break-even: 3,726.24
Moneyness: 0.84
Premium: 0.31
Premium p.a.: 0.20
Spread abs.: 0.70
Spread %: 28.34%
Delta: 0.46
Theta: -0.52
Omega: 4.09
Rho: 14.37
 

Quote data

Open: 2.52
High: 2.52
Low: 2.52
Previous Close: 2.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+27.92%
3 Months  
+5.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.36 1.79
1M High / 1M Low: 2.36 1.52
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.82
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -