OverviewChartNewsTraderScreen

Goldman Sachs Call 1800 CMG 17.01.../  DE000GP3TAN1  /

EUWAX
2024-05-09  11:27:05 AM Chg.-0.18 Bid1:35:59 PM Ask1:35:59 PM Underlying Strike price Expiration date Option type
13.66EUR -1.30% 13.71
Bid Size: 500		 14.41
Ask Size: 500		 Chipotle Mexican Gri... 1,800.00 - 2025-01-17 Call
 

Master data

WKN: GP3TAN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,800.00 -
Maturity: 2025-01-17
Issue date: 2023-05-03
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.06
Leverage: Yes

Calculated values

Fair value: 12.10
Intrinsic value: 11.62
Implied volatility: 0.89
Historic volatility: 0.20
Parity: 11.62
Time value: 2.74
Break-even: 3,236.00
Moneyness: 1.65
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.70
Spread %: 5.12%
Delta: 0.86
Theta: -1.08
Omega: 1.77
Rho: 7.70
 

Quote data

Open: 13.66
High: 13.66
Low: 13.66
Previous Close: 13.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.25%
1 Month  
+20.25%
3 Months  
+52.46%
YTD  
+134.31%
1 Year  
+174.30%
3 Years     -
5 Years     -
1W High / 1W Low: 13.87 13.36
1M High / 1M Low: 14.08 11.09
6M High / 6M Low: 14.08 4.93
High (YTD): 2024-04-30 14.08
Low (YTD): 2024-01-05 5.41
52W High: 2024-04-30 14.08
52W Low: 2023-10-13 2.94
Avg. price 1W:   13.64
Avg. volume 1W:   0.00
Avg. price 1M:   12.38
Avg. volume 1M:   0.00
Avg. price 6M:   8.31
Avg. volume 6M:   0.00
Avg. price 1Y:   6.28
Avg. volume 1Y:   0.00
Volatility 1M:   51.37%
Volatility 6M:   52.96%
Volatility 1Y:   66.51%
Volatility 3Y:   -