Goldman Sachs Put 3000 AZO 20.09.2024
/ DE000GG2UR93
Goldman Sachs Put 3000 AZO 20.09..../ DE000GG2UR93 /
| 2024-07-08 4:14:34 PM |
Chg.-0.02 |
Bid7:10:37 PM |
Ask7:10:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
-1.06% |
1.92
Bid Size: 3,000 |
2.12
Ask Size: 3,000 |
AutoZone Inc |
3,000.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG2UR9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,000.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
1.71 |
| Time value: |
1.15 |
| Break-even: |
2,485.17 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
1.00 |
| Spread %: |
53.76% |
| Delta: |
-0.58 |
| Theta: |
-1.12 |
| Omega: |
-5.28 |
| Rho: |
-3.64 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.87 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.83% |
| 1 Month |
|
|
-21.76% |
| 3 Months |
|
|
+48.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.20 |
| 1M High / 1M Low: |
2.28 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
