Goldman Sachs Call 3700 AZO 21.03.2025
/ DE000GG5X958
Goldman Sachs Call 3700 AZO 21.03.../ DE000GG5X958 /
16/08/2024 10:47:25 |
Chg.-0.130 |
Bid18:55:35 |
Ask18:55:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-13.54% |
0.970 Bid Size: 5,000 |
1.470 Ask Size: 5,000 |
AutoZone Inc |
3,700.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
GG5X95 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,700.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
03/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-4.84 |
Time value: |
1.39 |
Break-even: |
3,511.08 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.50 |
Spread %: |
56.18% |
Delta: |
0.34 |
Theta: |
-0.68 |
Omega: |
6.99 |
Rho: |
4.95 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.960 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.70% |
1 Month |
|
|
+62.75% |
3 Months |
|
|
+12.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.850 |
1M High / 1M Low: |
1.060 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.932 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.764 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |