Goldman Sachs Call 2600 AZO 17.05.2024
/ DE000GG2S6U1
Goldman Sachs Call 2600 AZO 17.05.../ DE000GG2S6U1 /
| 2024-05-10 9:20:11 AM |
Chg.+0.27 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.71EUR |
+7.85% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,600.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG2S6U |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
1.81 |
| Historic volatility: |
0.20 |
| Parity: |
3.52 |
| Time value: |
1.04 |
| Break-even: |
2,869.74 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
8.42 |
| Spread abs.: |
1.00 |
| Spread %: |
28.09% |
| Delta: |
0.76 |
| Theta: |
-16.79 |
| Omega: |
4.61 |
| Rho: |
0.27 |
Quote data
| Open: |
3.71 |
| High: |
3.71 |
| Low: |
3.71 |
| Previous Close: |
3.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
-9.51% |
| 3 Months |
|
|
+88.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.76 |
3.44 |
| 1M High / 1M Low: |
4.10 |
3.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
