Goldman Sachs Put 3400 AZO 20.09.2024
/ DE000GG4UM54
Goldman Sachs Put 3400 AZO 20.09..../ DE000GG4UM54 /
2024-07-25 9:57:07 AM |
Chg.-0.17 |
Bid11:50:32 AM |
Ask11:50:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.50EUR |
-3.64% |
4.38 Bid Size: 1,000 |
- Ask Size: - |
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: |
-5.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.23 |
Intrinsic value: |
4.23 |
Implied volatility: |
0.45 |
Historic volatility: |
0.19 |
Parity: |
4.23 |
Time value: |
0.46 |
Break-even: |
2,668.11 |
Moneyness: |
1.16 |
Premium: |
0.02 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.50 |
Spread %: |
11.93% |
Delta: |
-0.76 |
Theta: |
-1.08 |
Omega: |
-4.38 |
Rho: |
-3.94 |
Quote data
Open: |
4.50 |
High: |
4.50 |
Low: |
4.50 |
Previous Close: |
4.67 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.98% |
1 Month |
|
|
+15.68% |
3 Months |
|
|
+9.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.67 |
3.88 |
1M High / 1M Low: |
5.44 |
3.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |