Goldman Sachs Call 3100 AZO 20.03.2026
/ DE000GG5LQ50
Goldman Sachs Call 3100 AZO 20.03.../ DE000GG5LQ50 /
2024-09-24 10:48:47 AM |
Chg.+0.30 |
Bid6:09:42 PM |
Ask6:09:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.28EUR |
+7.54% |
3.88 Bid Size: 1,000 |
4.18 Ask Size: 1,000 |
AutoZone Inc |
3,100.00 USD |
2026-03-20 |
Call |
Master data
WKN: |
GG5LQ5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 USD |
Maturity: |
2026-03-20 |
Issue date: |
2024-03-25 |
Last trading day: |
2026-03-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
-0.46 |
Time value: |
4.76 |
Break-even: |
3,266.03 |
Moneyness: |
0.98 |
Premium: |
0.19 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.78 |
Spread %: |
19.60% |
Delta: |
0.61 |
Theta: |
-0.50 |
Omega: |
3.53 |
Rho: |
17.86 |
Quote data
Open: |
4.28 |
High: |
4.28 |
Low: |
4.28 |
Previous Close: |
3.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.73% |
1 Month |
|
|
-16.57% |
3 Months |
|
|
-2.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.54 |
3.98 |
1M High / 1M Low: |
5.26 |
3.98 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |