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Goldman Sachs Put 2500 AZO 17.01..../  DE000GP59FH0  /

EUWAX
2024-06-21  11:12:34 AM Chg.0.000 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.340EUR 0.00% 0.340
Bid Size: 10,000		 1.340
Ask Size: 1,000		 AutoZone Inc 2,500.00 - 2025-01-17 Put
 

Master data

WKN: GP59FH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 2,500.00 -
Maturity: 2025-01-17
Issue date: 2023-06-05
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -33.02
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -3.10
Time value: 0.85
Break-even: 2,414.90
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.50
Spread %: 142.45%
Delta: -0.22
Theta: -0.35
Omega: -7.40
Rho: -4.11
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.26%
1 Month
  -44.26%
3 Months
  -33.33%
YTD
  -79.01%
1 Year
  -86.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.340
1M High / 1M Low: 0.860 0.340
6M High / 6M Low: 1.830 0.340
High (YTD): 2024-01-10 1.830
Low (YTD): 2024-06-20 0.340
52W High: 2023-10-25 2.710
52W Low: 2024-06-20 0.340
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   0.901
Avg. volume 6M:   0.000
Avg. price 1Y:   1.519
Avg. volume 1Y:   0.000
Volatility 1M:   167.43%
Volatility 6M:   113.78%
Volatility 1Y:   100.47%
Volatility 3Y:   -