Goldman Sachs Put 2000 AZO 19.09..../  DE000GG2SFE4  /

EUWAX
26/07/2024  11:04:10 Chg.-0.060 Bid21:41:17 Ask21:41:17 Underlying Strike price Expiration date Option type
0.200EUR -23.08% 0.180
Bid Size: 10,000
0.480
Ask Size: 10,000
AutoZone Inc 2,000.00 USD 19/09/2025 Put
 

Master data

WKN: GG2SFE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 2,000.00 USD
Maturity: 19/09/2025
Issue date: 22/01/2024
Last trading day: 18/09/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -31.04
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.19
Parity: -9.50
Time value: 0.90
Break-even: 1,753.08
Moneyness: 0.66
Premium: 0.37
Premium p.a.: 0.32
Spread abs.: 0.70
Spread %: 350.00%
Delta: -0.11
Theta: -0.26
Omega: -3.52
Rho: -4.69
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -9.09%
3 Months
  -51.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.240
1M High / 1M Low: 0.340 0.230
6M High / 6M Low: 0.740 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   0.401
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.32%
Volatility 6M:   97.35%
Volatility 1Y:   -
Volatility 3Y:   -