Goldman Sachs Call 4400 AZO 16.01.2026
/ DE000GG5LR91
Goldman Sachs Call 4400 AZO 16.01.../ DE000GG5LR91 /
03/09/2024 10:53:57 |
Chg.- |
Bid09:26:14 |
Ask09:26:14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.00EUR |
- |
0.94 Bid Size: 5,000 |
1.64 Ask Size: 500 |
AutoZone Inc |
4,400.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
25/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
-11.01 |
Time value: |
2.04 |
Break-even: |
4,179.71 |
Moneyness: |
0.72 |
Premium: |
0.45 |
Premium p.a.: |
0.31 |
Spread abs.: |
1.00 |
Spread %: |
96.15% |
Delta: |
0.32 |
Theta: |
-0.50 |
Omega: |
4.55 |
Rho: |
9.93 |
Quote data
Open: |
1.00 |
High: |
1.00 |
Low: |
1.00 |
Previous Close: |
1.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
-9.91% |
3 Months |
|
|
+96.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.10 |
1.00 |
1M High / 1M Low: |
1.17 |
0.94 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |