OverviewChartNewsTraderScreen

Goldman Sachs Call 2200 AZO 17.01.../  DE000GP5GAB8  /

EUWAX
2024-06-21  9:22:01 AM Chg.+0.11 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
8.46EUR +1.32% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,200.00 - 2025-01-17 Call
 

Master data

WKN: GP5GAB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 -
Maturity: 2025-01-17
Issue date: 2023-06-08
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.14
Leverage: Yes

Calculated values

Fair value: 6.46
Intrinsic value: 5.97
Implied volatility: 0.69
Historic volatility: 0.19
Parity: 5.97
Time value: 2.95
Break-even: 3,092.00
Moneyness: 1.27
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.70
Spread %: 8.52%
Delta: 0.78
Theta: -1.17
Omega: 2.43
Rho: 7.32
 

Quote data

Open: 8.46
High: 8.46
Low: 8.46
Previous Close: 8.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.65%
1 Month  
+24.23%
3 Months
  -20.04%
YTD  
+63.32%
1 Year  
+59.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.46 6.90
1M High / 1M Low: 8.46 6.03
6M High / 6M Low: 10.73 4.85
High (YTD): 2024-03-25 10.73
Low (YTD): 2024-01-10 4.85
52W High: 2024-03-25 10.73
52W Low: 2024-01-10 4.85
Avg. price 1W:   7.92
Avg. volume 1W:   0.00
Avg. price 1M:   6.78
Avg. volume 1M:   0.00
Avg. price 6M:   7.57
Avg. volume 6M:   0.00
Avg. price 1Y:   6.67
Avg. volume 1Y:   0.00
Volatility 1M:   72.64%
Volatility 6M:   69.21%
Volatility 1Y:   66.63%
Volatility 3Y:   -