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

EUWAX
2024-07-04  11:14:13 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.110EUR - -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,000.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-07
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -42.85
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -5.97
Time value: 0.61
Break-even: 1,939.40
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.53
Spread abs.: 0.50
Spread %: 471.70%
Delta: -0.14
Theta: -0.39
Omega: -5.84
Rho: -2.21
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -15.38%
3 Months
  -35.29%
YTD
  -77.55%
1 Year
  -88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.130 0.080
6M High / 6M Low: 0.580 0.080
High (YTD): 2024-01-09 0.580
Low (YTD): 2024-06-26 0.080
52W High: 2023-10-25 1.100
52W Low: 2024-06-26 0.080
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   162.31%
Volatility 6M:   118.55%
Volatility 1Y:   111.19%
Volatility 3Y:   -