Goldman Sachs Put 2800 AZO 17.01..../  DE000GJ4SJZ4  /

EUWAX
11/8/2024  1:00:41 PM Chg.-0.140 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.250EUR -35.90% -
Bid Size: -
-
Ask Size: -
AutoZone Inc 2,800.00 USD 1/17/2025 Put
 

Master data

WKN: GJ4SJZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 2,800.00 USD
Maturity: 1/17/2025
Issue date: 10/3/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -35.39
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.19
Parity: -2.89
Time value: 0.82
Break-even: 2,530.50
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.89
Spread abs.: 0.50
Spread %: 156.25%
Delta: -0.24
Theta: -1.12
Omega: -8.53
Rho: -1.48
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.70%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.250
1M High / 1M Low: 0.600 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -