Goldman Sachs Call 3900 AZO 16.01.2026
/ DE000GG5LR83
Goldman Sachs Call 3900 AZO 16.01.../ DE000GG5LR83 /
| 2024-09-24 10:48:48 AM |
Chg.+0.12 |
Bid7:34:22 PM |
Ask7:34:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+8.63% |
1.38
Bid Size: 3,000 |
1.88
Ask Size: 1,000 |
AutoZone Inc |
3,900.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG5LR8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,900.00 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: |
13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-7.66 |
| Time value: |
1.99 |
| Break-even: |
3,709.04 |
| Moneyness: |
0.78 |
| Premium: |
0.35 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.63 |
| Spread %: |
46.32% |
| Delta: |
0.35 |
| Theta: |
-0.46 |
| Omega: |
4.89 |
| Rho: |
10.17 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.12% |
| 1 Month |
|
|
-24.12% |
| 3 Months |
|
|
-4.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.39 |
| 1M High / 1M Low: |
2.07 |
1.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
