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Goldman Sachs Call 1600 CMG 21.06.../  DE000GZ8KFS5  /

EUWAX
2024-06-05  10:11:48 AM Chg.+0.14 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
13.75EUR +1.03% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 1,600.00 - 2024-06-21 Call
 

Master data

WKN: GZ8KFS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,600.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.93
Leverage: Yes

Calculated values

Fair value: 12.32
Intrinsic value: 12.30
Implied volatility: 3.86
Historic volatility: 0.20
Parity: 12.30
Time value: 2.33
Break-even: 3,063.00
Moneyness: 1.77
Premium: 0.08
Premium p.a.: 5.10
Spread abs.: 1.00
Spread %: 7.34%
Delta: 0.87
Theta: -15.44
Omega: 1.68
Rho: 0.43
 

Quote data

Open: 13.75
High: 13.75
Low: 13.75
Previous Close: 13.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.58%
1 Month
  -7.47%
3 Months  
+29.59%
YTD  
+106.46%
1 Year  
+131.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.37 13.61
1M High / 1M Low: 15.57 13.61
6M High / 6M Low: 15.57 6.17
High (YTD): 2024-05-10 15.57
Low (YTD): 2024-01-05 6.17
52W High: 2024-05-10 15.57
52W Low: 2023-10-13 3.16
Avg. price 1W:   14.00
Avg. volume 1W:   0.00
Avg. price 1M:   14.62
Avg. volume 1M:   0.00
Avg. price 6M:   10.51
Avg. volume 6M:   0.00
Avg. price 1Y:   7.61
Avg. volume 1Y:   0.00
Volatility 1M:   41.22%
Volatility 6M:   50.82%
Volatility 1Y:   67.27%
Volatility 3Y:   -