Goldman Sachs Call 2500 AZO 21.06.2024
/ DE000GQ0XAQ1
Goldman Sachs Call 2500 AZO 21.06.../ DE000GQ0XAQ1 /
| 2024-06-18 9:34:01 AM |
Chg.+1.00 |
Bid6:07:42 PM |
Ask6:07:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
+31.25% |
4.39
Bid Size: 2,000 |
4.89
Ask Size: 2,000 |
AutoZone Inc |
2,500.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ0XAQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
4.09 |
| Implied volatility: |
2.85 |
| Historic volatility: |
0.19 |
| Parity: |
4.09 |
| Time value: |
1.05 |
| Break-even: |
2,841.78 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
98.32 |
| Spread abs.: |
1.00 |
| Spread %: |
24.15% |
| Delta: |
0.78 |
| Theta: |
-35.47 |
| Omega: |
4.13 |
| Rho: |
0.13 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.20 |
| Previous Close: |
3.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.56% |
| 1 Month |
|
|
+6.33% |
| 3 Months |
|
|
-32.48% |
| YTD |
|
|
+87.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
2.70 |
| 1M High / 1M Low: |
4.14 |
2.55 |
| 6M High / 6M Low: |
7.11 |
1.92 |
| High (YTD): |
2024-03-25 |
7.11 |
| Low (YTD): |
2024-01-09 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.58% |
| Volatility 6M: |
|
120.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
