Goldman Sachs Call 3800 AZO 16.01.2026
/ DE000GG5LQA7
Goldman Sachs Call 3800 AZO 16.01.../ DE000GG5LQA7 /
8/16/2024 10:18:30 AM |
Chg.-0.12 |
Bid6:30:44 PM |
Ask6:30:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.27EUR |
-5.02% |
2.46 Bid Size: 2,000 |
2.76 Ask Size: 1,000 |
AutoZone Inc |
3,800.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
GG5LQA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,800.00 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: |
9.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
-5.75 |
Time value: |
3.04 |
Break-even: |
3,767.22 |
Moneyness: |
0.83 |
Premium: |
0.30 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.70 |
Spread %: |
29.91% |
Delta: |
0.45 |
Theta: |
-0.53 |
Omega: |
4.23 |
Rho: |
13.93 |
Quote data
Open: |
2.27 |
High: |
2.27 |
Low: |
2.27 |
Previous Close: |
2.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.35% |
1 Month |
|
|
+36.75% |
3 Months |
|
|
+18.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.45 |
2.20 |
1M High / 1M Low: |
2.45 |
1.57 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |