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

EUWAX
7/4/2024  10:58:10 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.58EUR - -
Bid Size: -
-
Ask Size: -
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: 12.55
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -8.16
Time value: 2.07
Break-even: 3,620.46
Moneyness: 0.76
Premium: 0.39
Premium p.a.: 0.24
Spread abs.: 0.50
Spread %: 31.85%
Delta: 0.36
Theta: -0.42
Omega: 4.54
Rho: 11.23
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.80%
1 Month  
+21.54%
3 Months
  -44.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.58
1M High / 1M Low: 2.14 1.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -