Goldman Sachs Call 4200 AZO 16.01.2026
/ DE000GG5LR75
Goldman Sachs Call 4200 AZO 16.01.../ DE000GG5LR75 /
2024-09-24 10:48:48 AM |
Chg.+0.080 |
Bid12:50:39 PM |
Ask12:50:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.020EUR |
+8.51% |
0.970 Bid Size: 5,000 |
- Ask Size: - |
AutoZone Inc |
4,200.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
GG5LR7 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,200.00 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: |
13.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.18 |
Parity: |
-10.36 |
Time value: |
2.00 |
Break-even: |
3,980.04 |
Moneyness: |
0.73 |
Premium: |
0.45 |
Premium p.a.: |
0.33 |
Spread abs.: |
1.09 |
Spread %: |
119.78% |
Delta: |
0.33 |
Theta: |
-0.50 |
Omega: |
4.48 |
Rho: |
9.15 |
Quote data
Open: |
1.020 |
High: |
1.020 |
Low: |
1.020 |
Previous Close: |
0.940 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.30% |
1 Month |
|
|
-25.55% |
3 Months |
|
|
-7.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.150 |
0.940 |
1M High / 1M Low: |
1.430 |
0.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.227 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |