Goldman Sachs Call 3600 AZO 17.01.2025
/ DE000GG5X9J8
Goldman Sachs Call 3600 AZO 17.01.../ DE000GG5X9J8 /
2024-06-20 9:13:31 AM |
Chg.+0.070 |
Bid6:37:33 PM |
Ask6:37:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+14.58% |
0.650 Bid Size: 5,000 |
0.950 Ask Size: 5,000 |
AutoZone Inc |
3,600.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
GG5X9J |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,600.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-04-03 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
-5.87 |
Time value: |
0.98 |
Break-even: |
3,447.86 |
Moneyness: |
0.82 |
Premium: |
0.25 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.50 |
Spread %: |
103.95% |
Delta: |
0.27 |
Theta: |
-0.58 |
Omega: |
7.69 |
Rho: |
3.79 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+103.70% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.260 |
1M High / 1M Low: |
0.610 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.348 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.328 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
245.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |