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Goldman Sachs Call 1600 CMG 17.01.../  DE000GZ8E322  /

EUWAX
2024-06-12  11:31:29 AM Chg.- Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
14.93EUR - -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 1,600.00 - 2025-01-17 Call
 

Master data

WKN: GZ8E32
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,600.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.87
Leverage: Yes

Calculated values

Fair value: 13.49
Intrinsic value: 13.15
Implied volatility: 1.04
Historic volatility: 0.21
Parity: 13.15
Time value: 2.41
Break-even: 3,156.00
Moneyness: 1.82
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.70
Spread %: 4.71%
Delta: 0.88
Theta: -1.17
Omega: 1.65
Rho: 6.05
 

Quote data

Open: 14.93
High: 14.93
Low: 14.93
Previous Close: 14.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.47%
1 Month
  -7.21%
3 Months  
+34.02%
YTD  
+105.08%
1 Year  
+132.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.55 14.83
1M High / 1M Low: 16.09 14.10
6M High / 6M Low: 16.09 6.78
High (YTD): 2024-05-13 16.09
Low (YTD): 2024-01-05 6.78
52W High: 2024-05-13 16.09
52W Low: 2023-10-13 4.01
Avg. price 1W:   15.10
Avg. volume 1W:   0.00
Avg. price 1M:   15.02
Avg. volume 1M:   0.00
Avg. price 6M:   11.48
Avg. volume 6M:   0.00
Avg. price 1Y:   8.50
Avg. volume 1Y:   0.00
Volatility 1M:   43.21%
Volatility 6M:   48.51%
Volatility 1Y:   58.74%
Volatility 3Y:   -