Goldman Sachs Put 2800 AZO 20.09.2024
/ DE000GG2S9Y7
Goldman Sachs Put 2800 AZO 20.09..../ DE000GG2S9Y7 /
| 2024-07-04 10:51:41 AM |
Chg.- |
Bid10:43:46 AM |
Ask10:43:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
- |
0.840
Bid Size: 5,000 |
1.340
Ask Size: 1,000 |
AutoZone Inc |
2,800.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG2S9Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,800.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
-0.42 |
| Time value: |
1.54 |
| Break-even: |
2,436.09 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.70 |
| Spread %: |
83.33% |
| Delta: |
-0.41 |
| Theta: |
-1.05 |
| Omega: |
-7.04 |
| Rho: |
-2.61 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.26% |
| 1 Month |
|
|
-14.85% |
| 3 Months |
|
|
+19.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.490 |
| 1M High / 1M Low: |
1.160 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
