Goldman Sachs Call 3900 AZO 20.03.../  DE000GG5LR59  /

EUWAX
2024-07-25  9:42:53 AM Chg.+0.15 Bid5:04:41 PM Ask5:04:41 PM Underlying Strike price Expiration date Option type
1.76EUR +9.32% 2.01
Bid Size: 2,000
2.31
Ask Size: 1,000
AutoZone Inc 3,900.00 USD 2026-03-20 Call
 

Master data

WKN: GG5LR5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,900.00 USD
Maturity: 2026-03-20
Issue date: 2024-03-25
Last trading day: 2026-03-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.94
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.19
Parity: -8.84
Time value: 2.48
Break-even: 3,846.45
Moneyness: 0.75
Premium: 0.42
Premium p.a.: 0.23
Spread abs.: 0.70
Spread %: 39.33%
Delta: 0.38
Theta: -0.45
Omega: 4.17
Rho: 13.00
 

Quote data

Open: 1.76
High: 1.76
Low: 1.76
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -1.68%
3 Months
  -24.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.61
1M High / 1M Low: 1.84 1.37
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.62
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -