Goldman Sachs Put 3500 AZO 17.01.2025
/ DE000GG4RUV5
Goldman Sachs Put 3500 AZO 17.01..../ DE000GG4RUV5 /
30/08/2024 10:39:45 |
Chg.-0.03 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
3.06EUR |
-0.97% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,500.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
GG4RUV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,500.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
06/03/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.95 |
Intrinsic value: |
2.88 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
2.88 |
Time value: |
0.96 |
Break-even: |
2,784.21 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.50 |
Spread %: |
14.97% |
Delta: |
-0.62 |
Theta: |
-0.59 |
Omega: |
-4.64 |
Rho: |
-8.25 |
Quote data
Open: |
3.06 |
High: |
3.06 |
Low: |
3.06 |
Previous Close: |
3.09 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.42% |
1 Month |
|
|
-17.07% |
3 Months |
|
|
-54.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.50 |
3.06 |
1M High / 1M Low: |
4.11 |
3.05 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.42 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |