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

EUWAX
2024-09-23  9:24:54 AM Chg.+0.010 Bid10:07:21 AM Ask10:07:21 AM Underlying Strike price Expiration date Option type
0.220EUR +4.76% 0.210
Bid Size: 10,000		 0.710
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: -37.28
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -2.07
Time value: 0.73
Break-even: 2,427.40
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.36
Spread abs.: 0.50
Spread %: 221.24%
Delta: -0.26
Theta: -0.53
Omega: -9.63
Rho: -2.45
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+15.79%
3 Months
  -35.29%
YTD
  -86.42%
1 Year
  -89.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.240 0.170
6M High / 6M Low: 0.860 0.170
High (YTD): 2024-01-10 1.830
Low (YTD): 2024-09-03 0.170
52W High: 2023-10-25 2.710
52W Low: 2024-09-03 0.170
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   1.002
Avg. volume 1Y:   0.000
Volatility 1M:   170.16%
Volatility 6M:   171.03%
Volatility 1Y:   138.62%
Volatility 3Y:   -