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Goldman Sachs Call 1800 CMG 21.06.../  DE000GP4D4J5  /

EUWAX
2024-05-28  4:00:37 PM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
12.43EUR - -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 1,800.00 - 2024-06-21 Call
 

Master data

WKN: GP4D4J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,800.00 -
Maturity: 2024-06-21
Issue date: 2023-05-09
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.15
Leverage: Yes

Calculated values

Fair value: 11.11
Intrinsic value: 11.06
Implied volatility: 2.88
Historic volatility: 0.20
Parity: 11.06
Time value: 2.46
Break-even: 3,152.00
Moneyness: 1.61
Premium: 0.08
Premium p.a.: 2.62
Spread abs.: 1.00
Spread %: 7.99%
Delta: 0.85
Theta: -10.87
Omega: 1.82
Rho: 0.70
 

Quote data

Open: 12.62
High: 12.62
Low: 12.43
Previous Close: 12.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.74%
1 Month
  -6.33%
3 Months  
+49.04%
YTD  
+146.63%
1 Year  
+164.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.78 12.43
1M High / 1M Low: 13.69 12.43
6M High / 6M Low: 13.69 4.41
High (YTD): 2024-05-10 13.69
Low (YTD): 2024-01-05 4.55
52W High: 2024-05-10 13.69
52W Low: 2023-10-13 2.02
Avg. price 1W:   12.60
Avg. volume 1W:   0.00
Avg. price 1M:   12.99
Avg. volume 1M:   0.00
Avg. price 6M:   8.47
Avg. volume 6M:   0.00
Avg. price 1Y:   5.92
Avg. volume 1Y:   0.00
Volatility 1M:   42.30%
Volatility 6M:   60.93%
Volatility 1Y:   81.37%
Volatility 3Y:   -