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

EUWAX
2024-09-24  10:07:29 AM Chg.+0.31 Bid5:57:14 PM Ask5:57:14 PM Underlying Strike price Expiration date Option type
7.91EUR +4.08% 7.51
Bid Size: 3,000		 8.01
Ask Size: 3,000		 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: 3.22
Leverage: Yes

Calculated values

Fair value: 5.68
Intrinsic value: 5.44
Implied volatility: 0.96
Historic volatility: 0.18
Parity: 5.44
Time value: 3.09
Break-even: 3,053.00
Moneyness: 1.25
Premium: 0.11
Premium p.a.: 0.40
Spread abs.: 0.93
Spread %: 12.24%
Delta: 0.76
Theta: -2.13
Omega: 2.44
Rho: 3.86
 

Quote data

Open: 7.91
High: 7.91
Low: 7.91
Previous Close: 7.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.95%
1 Month
  -13.65%
3 Months
  -4.70%
YTD  
+52.70%
1 Year  
+28.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.41 7.60
1M High / 1M Low: 9.43 7.60
6M High / 6M Low: 10.73 6.03
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:   8.07
Avg. volume 1W:   0.00
Avg. price 1M:   8.69
Avg. volume 1M:   0.00
Avg. price 6M:   8.18
Avg. volume 6M:   0.00
Avg. price 1Y:   7.38
Avg. volume 1Y:   0.00
Volatility 1M:   39.67%
Volatility 6M:   62.04%
Volatility 1Y:   67.47%
Volatility 3Y:   -