Goldman Sachs Call 2500 AZO 21.03.2025
/ DE000GG2SDV3
Goldman Sachs Call 2500 AZO 21.03.../ DE000GG2SDV3 /
| 2024-09-23 10:23:03 AM |
Chg.-0.18 |
Bid7:28:35 AM |
Ask7:28:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.42EUR |
-3.21% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,500.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
GG2SDV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.36 |
| Intrinsic value: |
4.94 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
4.94 |
| Time value: |
1.38 |
| Break-even: |
2,882.02 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.90 |
| Spread %: |
16.61% |
| Delta: |
0.81 |
| Theta: |
-0.78 |
| Omega: |
3.51 |
| Rho: |
7.72 |
Quote data
| Open: |
5.42 |
| High: |
5.42 |
| Low: |
5.42 |
| Previous Close: |
5.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.44% |
| 1 Month |
|
|
-21.34% |
| 3 Months |
|
|
-11.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.19 |
5.42 |
| 1M High / 1M Low: |
7.12 |
5.42 |
| 6M High / 6M Low: |
8.62 |
4.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.33% |
| Volatility 6M: |
|
75.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
