Goldman Sachs Call 4400 AZO 16.01.../  DE000GG5LR91  /

EUWAX
7/4/2024  10:58:10 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.640EUR - -
Bid Size: -
-
Ask Size: -
AutoZone Inc 4,400.00 USD 1/16/2026 Call
 

Master data

WKN: GG5LR9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 4,400.00 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: 16.31
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -14.62
Time value: 1.59
Break-even: 4,218.45
Moneyness: 0.64
Premium: 0.62
Premium p.a.: 0.37
Spread abs.: 1.00
Spread %: 168.92%
Delta: 0.27
Theta: -0.41
Omega: 4.39
Rho: 8.28
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.99%
1 Month  
+28.00%
3 Months
  -50.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.640
1M High / 1M Low: 0.950 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.725
Avg. volume 1W:   0.000
Avg. price 1M:   0.678
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -