Goldman Sachs Call 4400 AZO 16.01.2026
/ DE000GG5LR91
Goldman Sachs Call 4400 AZO 16.01.../ DE000GG5LR91 /
| 8/1/2024 11:39:30 AM |
Chg.-0.03 |
Bid9:19:52 PM |
Ask9:19:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-2.75% |
1.16
Bid Size: 3,000 |
2.16
Ask Size: 500 |
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: |
13.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-11.70 |
| Time value: |
2.11 |
| Break-even: |
4,276.10 |
| Moneyness: |
0.71 |
| Premium: |
0.48 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
1.00 |
| Spread %: |
90.09% |
| Delta: |
0.32 |
| Theta: |
-0.49 |
| Omega: |
4.44 |
| Rho: |
10.59 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.86% |
| 1 Month |
|
|
+24.71% |
| 3 Months |
|
|
-2.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.81 |
| 1M High / 1M Low: |
1.09 |
0.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
