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Goldman Sachs Put 2000 AZO 17.01..../  DE000GZ86PS8  /

EUWAX
25/07/2024  09:59:33 Chg.+0.010 Bid12:16:53 Ask12:16:53 Underlying Strike price Expiration date Option type
0.080EUR +14.29% 0.070
Bid Size: 10,000		 -
Ask Size: -		 AutoZone Inc 2,000.00 - 17/01/2025 Put
 

Master data

WKN: GZ86PS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 2,000.00 -
Maturity: 17/01/2025
Issue date: 07/02/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -47.45
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.19
Parity: -7.14
Time value: 0.57
Break-even: 1,942.80
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.68
Spread abs.: 0.50
Spread %: 694.44%
Delta: -0.12
Theta: -0.44
Omega: -5.62
Rho: -1.83
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month     0.00%
3 Months
  -52.94%
YTD
  -83.67%
1 Year
  -90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.070
1M High / 1M Low: 0.120 0.070
6M High / 6M Low: 0.430 0.070
High (YTD): 09/01/2024 0.580
Low (YTD): 24/07/2024 0.070
52W High: 25/10/2023 1.100
52W Low: 24/07/2024 0.070
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   0.000
Avg. price 1Y:   0.465
Avg. volume 1Y:   0.000
Volatility 1M:   171.09%
Volatility 6M:   122.27%
Volatility 1Y:   113.95%
Volatility 3Y:   -