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Goldman Sachs Call 2000 CMG 20.06.../  DE000GQ246Z1  /

EUWAX
2024-06-25  10:29:19 AM Chg.-0.38 Bid8:31:43 PM Ask8:31:43 PM Underlying Strike price Expiration date Option type
12.64EUR -2.92% 13.24
Bid Size: 1,000		 13.94
Ask Size: 1,000		 Chipotle Mexican Gri... 2,000.00 USD 2025-06-20 Call
 

Master data

WKN: GQ246Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 USD
Maturity: 2025-06-20
Issue date: 2023-08-16
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.26
Leverage: Yes

Calculated values

Fair value: 11.79
Intrinsic value: 11.12
Implied volatility: 0.59
Historic volatility: 0.22
Parity: 11.12
Time value: 2.06
Break-even: 3,181.55
Moneyness: 1.60
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.70
Spread %: 5.61%
Delta: 0.88
Theta: -0.62
Omega: 1.98
Rho: 12.72
 

Quote data

Open: 12.64
High: 12.64
Low: 12.64
Previous Close: 13.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.42%
1 Month  
+4.72%
3 Months  
+26.40%
YTD  
+147.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.16 12.89
1M High / 1M Low: 15.16 11.32
6M High / 6M Low: 15.16 4.68
High (YTD): 2024-06-20 15.16
Low (YTD): 2024-01-05 4.68
52W High: - -
52W Low: - -
Avg. price 1W:   14.05
Avg. volume 1W:   0.00
Avg. price 1M:   12.62
Avg. volume 1M:   0.00
Avg. price 6M:   9.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.78%
Volatility 6M:   62.09%
Volatility 1Y:   -
Volatility 3Y:   -