Goldman Sachs Put 3400 AZO 21.06.2024
/ DE000GG5S8U4
Goldman Sachs Put 3400 AZO 21.06..../ DE000GG5S8U4 /
| 2024-06-10 9:59:10 AM |
Chg.-0.24 |
Bid4:51:58 PM |
Ask4:51:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.64EUR |
-4.08% |
5.82
Bid Size: 2,000 |
6.12
Ask Size: 2,000 |
AutoZone Inc |
3,400.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG5S8U |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.56 |
| Intrinsic value: |
5.56 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.19 |
| Parity: |
5.56 |
| Time value: |
0.68 |
| Break-even: |
2,530.34 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.70 |
| Spread %: |
12.64% |
| Delta: |
-0.77 |
| Theta: |
-7.91 |
| Omega: |
-3.20 |
| Rho: |
-0.79 |
Quote data
| Open: |
5.64 |
| High: |
5.64 |
| Low: |
5.64 |
| Previous Close: |
5.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.24% |
| 1 Month |
|
|
+45.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.89 |
5.60 |
| 1M High / 1M Low: |
6.29 |
3.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
