Goldman Sachs Call 4000 AZO 20.03.2026
/ DE000GG5LQH2
Goldman Sachs Call 4000 AZO 20.03.../ DE000GG5LQH2 /
9/18/2024 11:14:31 AM |
Chg.-0.01 |
Bid7:58:28 PM |
Ask7:58:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.72EUR |
-0.58% |
1.80 Bid Size: 2,000 |
2.10 Ask Size: 1,000 |
AutoZone Inc |
4,000.00 USD |
3/20/2026 |
Call |
Master data
WKN: |
GG5LQH |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,000.00 USD |
Maturity: |
3/20/2026 |
Issue date: |
3/25/2024 |
Last trading day: |
3/19/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
-8.29 |
Time value: |
2.46 |
Break-even: |
3,842.46 |
Moneyness: |
0.77 |
Premium: |
0.39 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.70 |
Spread %: |
39.77% |
Delta: |
0.38 |
Theta: |
-0.47 |
Omega: |
4.29 |
Rho: |
12.16 |
Quote data
Open: |
1.72 |
High: |
1.72 |
Low: |
1.72 |
Previous Close: |
1.73 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.01% |
1 Month |
|
|
-15.27% |
3 Months |
|
|
+19.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.87 |
1.73 |
1M High / 1M Low: |
2.15 |
1.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |