Goldman Sachs Put 3400 AZO 20.09.2024
/ DE000GG4UM54
Goldman Sachs Put 3400 AZO 20.09..../ DE000GG4UM54 /
| 2024-07-26 4:38:18 PM |
Chg.-1.39 |
Bid6:44:10 PM |
Ask6:44:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.11EUR |
-30.89% |
2.75
Bid Size: 3,000 |
3.25
Ask Size: 3,000 |
AutoZone Inc |
3,400.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
GG4UM5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,400.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
3.40 |
| Time value: |
0.57 |
| Break-even: |
2,736.24 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.50 |
| Spread %: |
14.41% |
| Delta: |
-0.72 |
| Theta: |
-1.15 |
| Omega: |
-5.06 |
| Rho: |
-3.69 |
Quote data
| Open: |
3.11 |
| High: |
3.11 |
| Low: |
3.11 |
| Previous Close: |
4.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.96% |
| 1 Month |
|
|
-20.05% |
| 3 Months |
|
|
-28.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.67 |
4.18 |
| 1M High / 1M Low: |
5.44 |
3.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
