Goldman Sachs Call 2600 AZO 20.09.2024
/ DE000GG2SBH6
Goldman Sachs Call 2600 AZO 20.09.../ DE000GG2SBH6 /
| 2024-06-21 10:03:32 AM |
Chg.+0.10 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.37EUR |
+2.34% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,600.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG2SBH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.19 |
| Parity: |
3.65 |
| Time value: |
1.03 |
| Break-even: |
2,899.68 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.50 |
| Spread %: |
11.96% |
| Delta: |
0.79 |
| Theta: |
-1.15 |
| Omega: |
4.70 |
| Rho: |
4.27 |
Quote data
| Open: |
4.37 |
| High: |
4.37 |
| Low: |
4.37 |
| Previous Close: |
4.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.07% |
| 1 Month |
|
|
+45.67% |
| 3 Months |
|
|
-34.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.37 |
2.93 |
| 1M High / 1M Low: |
4.37 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
