Goldman Sachs Put 3500 AZO 20.09.2024
/ DE000GG5PFL8
Goldman Sachs Put 3500 AZO 20.09..../ DE000GG5PFL8 /
2024-07-25 9:43:09 AM |
Chg.-0.29 |
Bid11:19:10 AM |
Ask11:19:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.28EUR |
-5.21% |
5.30 Bid Size: 1,000 |
- Ask Size: - |
AutoZone Inc |
3,500.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
GG5PFL |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,500.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-25 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.15 |
Intrinsic value: |
5.15 |
Implied volatility: |
0.51 |
Historic volatility: |
0.19 |
Parity: |
5.15 |
Time value: |
0.48 |
Break-even: |
2,666.38 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.50 |
Spread %: |
9.75% |
Delta: |
-0.77 |
Theta: |
-1.18 |
Omega: |
-3.71 |
Rho: |
-4.14 |
Quote data
Open: |
5.28 |
High: |
5.28 |
Low: |
5.28 |
Previous Close: |
5.57 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+9.54% |
3 Months |
|
|
+6.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.57 |
4.80 |
1M High / 1M Low: |
6.37 |
4.80 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.18 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |