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

EUWAX
13/06/2024  10:58:26 Chg.+0.36 Bid13/06/2024 Ask13/06/2024 Underlying Strike price Expiration date Option type
15.29EUR +2.41% 15.29
Bid Size: 500		 15.99
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: 1.85
Leverage: Yes

Calculated values

Fair value: 13.67
Intrinsic value: 13.32
Implied volatility: 1.06
Historic volatility: 0.21
Parity: 13.32
Time value: 2.50
Break-even: 3,182.00
Moneyness: 1.83
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.70
Spread %: 4.63%
Delta: 0.88
Theta: -1.21
Omega: 1.63
Rho: 5.96
 

Quote data

Open: 15.29
High: 15.29
Low: 15.29
Previous Close: 14.93
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.93%
1 Month
  -4.97%
3 Months  
+37.25%
YTD  
+110.03%
1 Year  
+138.53%
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): 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:   15.10
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:   -