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

EUWAX
20/05/2024  10:52:24 Chg.+0.69 Bid11:10:35 Ask11:10:35 Underlying Strike price Expiration date Option type
15.68EUR +4.60% 15.67
Bid Size: 500		 16.37
Ask Size: 500		 Chipotle Mexican Gri... 1,600.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.83
Leverage: Yes

Calculated values

Fair value: 13.96
Intrinsic value: 13.56
Implied volatility: 1.03
Historic volatility: 0.20
Parity: 13.56
Time value: 2.60
Break-even: 3,216.00
Moneyness: 1.85
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.70
Spread %: 4.53%
Delta: 0.88
Theta: -1.12
Omega: 1.61
Rho: 6.55
 

Quote data

Open: 15.68
High: 15.68
Low: 15.68
Previous Close: 14.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.55%
1 Month  
+20.25%
3 Months  
+53.73%
YTD  
+115.38%
1 Year  
+128.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.09 14.99
1M High / 1M Low: 16.09 12.83
6M High / 6M Low: 16.09 6.70
High (YTD): 13/05/2024 16.09
Low (YTD): 05/01/2024 6.78
52W High: 13/05/2024 16.09
52W Low: 13/10/2023 4.01
Avg. price 1W:   15.41
Avg. volume 1W:   0.00
Avg. price 1M:   14.99
Avg. volume 1M:   0.00
Avg. price 6M:   10.40
Avg. volume 6M:   0.00
Avg. price 1Y:   7.92
Avg. volume 1Y:   0.00
Volatility 1M:   48.32%
Volatility 6M:   47.26%
Volatility 1Y:   58.49%
Volatility 3Y:   -