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Goldman Sachs Call 2000 CMG 17.01.../  DE000GP6BQP3  /

EUWAX
2024-06-12  10:39:24 AM Chg.+0.11 Bid3:33:46 PM Ask3:33:46 PM Underlying Strike price Expiration date Option type
11.44EUR +0.97% 11.33
Bid Size: 500		 12.33
Ask Size: 300		 Chipotle Mexican Gri... 2,000.00 - 2025-01-17 Call
 

Master data

WKN: GP6BQP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 -
Maturity: 2025-01-17
Issue date: 2023-06-21
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 9.59
Intrinsic value: 9.15
Implied volatility: 0.84
Historic volatility: 0.21
Parity: 9.15
Time value: 2.90
Break-even: 3,205.00
Moneyness: 1.46
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.70
Spread %: 6.17%
Delta: 0.83
Theta: -1.23
Omega: 2.00
Rho: 7.22
 

Quote data

Open: 11.44
High: 11.44
Low: 11.44
Previous Close: 11.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.67%
1 Month
  -9.21%
3 Months  
+55.43%
YTD  
+152.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.10 10.93
1M High / 1M Low: 12.59 10.78
6M High / 6M Low: 12.60 4.11
High (YTD): 2024-05-10 12.60
Low (YTD): 2024-01-05 4.11
52W High: - -
52W Low: - -
Avg. price 1W:   11.52
Avg. volume 1W:   0.00
Avg. price 1M:   11.57
Avg. volume 1M:   0.00
Avg. price 6M:   8.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.20%
Volatility 6M:   63.73%
Volatility 1Y:   -
Volatility 3Y:   -