Goldman Sachs Put 3000 AZO 21.03.2025
/ DE000GG2SFL9
Goldman Sachs Put 3000 AZO 21.03..../ DE000GG2SFL9 /
| 2024-06-14 10:09:04 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+1.16% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,000.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
GG2SFL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,000.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.53 |
| Time value: |
1.44 |
| Break-even: |
2,505.48 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.50 |
| Spread %: |
20.24% |
| Delta: |
-0.50 |
| Theta: |
-0.29 |
| Omega: |
-4.46 |
| Rho: |
-12.40 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.07% |
| 1 Month |
|
|
+13.91% |
| 3 Months |
|
|
+32.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.59 |
| 1M High / 1M Low: |
3.16 |
2.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
