Goldman Sachs Call 3400 AZO 20.03.2026
/ DE000GG5LR26
Goldman Sachs Call 3400 AZO 20.03.../ DE000GG5LR26 /
2024-09-24 10:48:48 AM |
Chg.+0.22 |
Bid12:50:09 PM |
Ask12:50:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.11EUR |
+7.61% |
3.02 Bid Size: 1,000 |
- 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: |
7.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
-3.16 |
Time value: |
3.61 |
Break-even: |
3,421.03 |
Moneyness: |
0.90 |
Premium: |
0.25 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.74 |
Spread %: |
25.78% |
Delta: |
0.52 |
Theta: |
-0.49 |
Omega: |
3.94 |
Rho: |
15.76 |
Quote data
Open: |
3.11 |
High: |
3.11 |
Low: |
3.11 |
Previous Close: |
2.89 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.16% |
1 Month |
|
|
-19.01% |
3 Months |
|
|
-1.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.35 |
2.89 |
1M High / 1M Low: |
3.95 |
2.89 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |