Goldman Sachs Put 2800 AZO 20.09..../  DE000GG2S9Y7  /

EUWAX
2024-07-25  9:23:57 AM Chg.-0.070 Bid11:20:47 AM Ask11:20:47 AM Underlying Strike price Expiration date Option type
0.500EUR -12.28% 0.530
Bid Size: 10,000
-
Ask Size: -
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: -27.78
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.19
Parity: -1.31
Time value: 0.98
Break-even: 2,485.80
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.68
Spread abs.: 0.50
Spread %: 104.82%
Delta: -0.33
Theta: -1.21
Omega: -9.19
Rho: -1.55
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.95%
1 Month  
+19.05%
3 Months
  -43.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.410
1M High / 1M Low: 0.900 0.410
6M High / 6M Low: 2.170 0.390
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.616
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   343.98%
Volatility 6M:   204.44%
Volatility 1Y:   -
Volatility 3Y:   -