Goldman Sachs Call 3600 AZO 16.01.2026
/ DE000GG5LRG2
Goldman Sachs Call 3600 AZO 16.01.../ DE000GG5LRG2 /
| 2024-09-24 10:48:50 AM |
Chg.+0.17 |
Bid5:38:06 PM |
Ask5:38:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
+8.33% |
2.04
Bid Size: 2,000 |
2.34
Ask Size: 1,000 |
AutoZone Inc |
3,600.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG5LRG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,600.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2026-01-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-4.96 |
| Time value: |
2.70 |
| Break-even: |
3,510.03 |
| Moneyness: |
0.85 |
| Premium: |
0.28 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.68 |
| Spread %: |
33.66% |
| Delta: |
0.44 |
| Theta: |
-0.50 |
| Omega: |
4.48 |
| Rho: |
12.32 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.68% |
| 1 Month |
|
|
-21.91% |
| 3 Months |
|
|
-3.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.04 |
| 1M High / 1M Low: |
2.93 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
