Goldman Sachs Put 3500 AZO 17.01.2025
/ DE000GG4RUV5
Goldman Sachs Put 3500 AZO 17.01..../ DE000GG4RUV5 /
| 2024-11-06 2:44:25 PM |
Chg.- |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.71EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,500.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
2.83 |
| Time value: |
0.76 |
| Break-even: |
2,902.34 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.50 |
| Spread %: |
16.18% |
| Delta: |
-0.67 |
| Theta: |
-1.03 |
| Omega: |
-5.57 |
| Rho: |
-4.59 |
Quote data
| Open: |
3.80 |
| High: |
3.80 |
| Low: |
3.71 |
| Previous Close: |
4.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.25% |
| 1 Month |
|
|
-9.07% |
| 3 Months |
|
|
-9.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.43 |
3.71 |
| 1M High / 1M Low: |
4.43 |
2.89 |
| 6M High / 6M Low: |
7.21 |
2.89 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.36% |
| Volatility 6M: |
|
109.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
