Goldman Sachs Call 4000 AZO 19.09.2025
/ DE000GG2S5E7
Goldman Sachs Call 4000 AZO 19.09.../ DE000GG2S5E7 /
2024-05-23 10:44:49 AM |
Chg.-0.020 |
Bid7:56:15 PM |
Ask7:56:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-3.39% |
0.540 Bid Size: 10,000 |
1.540 Ask Size: 1,000 |
AutoZone Inc |
4,000.00 USD |
2025-09-19 |
Call |
Master data
WKN: |
GG2S5E |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,000.00 USD |
Maturity: |
2025-09-19 |
Issue date: |
2024-01-22 |
Last trading day: |
2025-09-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.19 |
Parity: |
-11.34 |
Time value: |
1.57 |
Break-even: |
3,852.00 |
Moneyness: |
0.69 |
Premium: |
0.50 |
Premium p.a.: |
0.36 |
Spread abs.: |
1.00 |
Spread %: |
175.75% |
Delta: |
0.29 |
Theta: |
-0.43 |
Omega: |
4.71 |
Rho: |
7.72 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-39.36% |
1 Month |
|
|
-52.50% |
3 Months |
|
|
-21.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.590 |
1M High / 1M Low: |
1.200 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.840 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.011 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |