Goldman Sachs Put 3000 AZO 20.06.2025
/ DE000GG2SDB5
Goldman Sachs Put 3000 AZO 20.06..../ DE000GG2SDB5 /
2024-06-20 10:58:03 AM |
Chg.-0.12 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
-5.74% |
1.97 Bid Size: 2,000 |
- Ask Size: - |
AutoZone Inc |
3,000.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
GG2SDB |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,000.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-01-22 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.71 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
0.29 |
Time value: |
2.32 |
Break-even: |
2,530.46 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.50 |
Spread %: |
23.70% |
Delta: |
-0.41 |
Theta: |
-0.26 |
Omega: |
-4.33 |
Rho: |
-13.91 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
2.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.88% |
1 Month |
|
|
-24.23% |
3 Months |
|
|
-1.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.79 |
2.09 |
1M High / 1M Low: |
3.31 |
2.09 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.50 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |