Goldman Sachs Call 2400 AZO 21.06.2024
/ DE000GQ4JNG6
Goldman Sachs Call 2400 AZO 21.06.../ DE000GQ4JNG6 /
| 2024-06-19 10:59:12 AM |
Chg.+0.16 |
Bid12:50:18 PM |
Ask12:50:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.28EUR |
+3.13% |
5.26
Bid Size: 1,000 |
7.26
Ask Size: 500 |
AutoZone Inc |
2,400.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ4JNG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
4.83 |
| Historic volatility: |
0.19 |
| Parity: |
5.30 |
| Time value: |
1.50 |
| Break-even: |
2,914.90 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
1.50 |
| Spread %: |
28.30% |
| Delta: |
0.78 |
| Theta: |
-73.27 |
| Omega: |
3.17 |
| Rho: |
0.08 |
Quote data
| Open: |
5.28 |
| High: |
5.28 |
| Low: |
5.28 |
| Previous Close: |
5.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.01% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-24.25% |
| YTD |
|
|
+84.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.12 |
3.87 |
| 1M High / 1M Low: |
5.12 |
3.19 |
| 6M High / 6M Low: |
8.14 |
2.53 |
| High (YTD): |
2024-03-25 |
8.14 |
| Low (YTD): |
2024-01-09 |
2.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.88% |
| Volatility 6M: |
|
113.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
