Goldman Sachs Put 3400 AZO 20.12.2024
/ DE000GJ4Q556
Goldman Sachs Put 3400 AZO 20.12..../ DE000GJ4Q556 /
| 11/12/2024 6:23:45 PM |
Chg.-0.44 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-16.12% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,400.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
GJ4Q55 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,400.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
2.13 |
| Time value: |
0.78 |
| Break-even: |
2,897.57 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.50 |
| Spread %: |
20.75% |
| Delta: |
-0.66 |
| Theta: |
-1.82 |
| Omega: |
-6.71 |
| Rho: |
-2.34 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.21% |
| 1 Month |
|
|
-23.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.52 |
| 1M High / 1M Low: |
3.74 |
2.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
