Goldman Sachs Call 3400 AZO 20.03.2026
/ DE000GG5LR26
Goldman Sachs Call 3400 AZO 20.03.../ DE000GG5LR26 /
2024-06-21 10:17:03 AM |
Chg.+0.08 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.30EUR |
+2.48% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,400.00 USD |
2026-03-20 |
Call |
Master data
WKN: |
GG5LR2 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,400.00 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: |
7.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-3.83 |
Time value: |
3.63 |
Break-even: |
3,542.89 |
Moneyness: |
0.88 |
Premium: |
0.27 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.50 |
Spread %: |
15.97% |
Delta: |
0.51 |
Theta: |
-0.45 |
Omega: |
3.95 |
Rho: |
18.63 |
Quote data
Open: |
3.30 |
High: |
3.30 |
Low: |
3.30 |
Previous Close: |
3.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+44.10% |
1 Month |
|
|
+29.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.30 |
2.47 |
1M High / 1M Low: |
3.30 |
2.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |