Goldman Sachs Call 3800 AZO 20.03.2026
/ DE000GG5LR67
Goldman Sachs Call 3800 AZO 20.03.../ DE000GG5LR67 /
| 26/09/2024 09:33:29 |
Chg.- |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,800.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG5LR6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
25/03/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
-5.47 |
| Time value: |
3.12 |
| Break-even: |
3,711.87 |
| Moneyness: |
0.84 |
| Premium: |
0.30 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.70 |
| Spread %: |
28.93% |
| Delta: |
0.45 |
| Theta: |
-0.51 |
| Omega: |
4.15 |
| Rho: |
14.50 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
1.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.70% |
| 1 Month |
|
|
-12.35% |
| 3 Months |
|
|
+12.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.83 |
| 1M High / 1M Low: |
2.62 |
1.83 |
| 6M High / 6M Low: |
3.29 |
1.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.46% |
| Volatility 6M: |
|
103.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
