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Goldman Sachs Call 2000 CMG 21.06.../  DE000GQ21ZY1  /

EUWAX
2024-06-07  11:34:36 AM Chg.+0.62 Bid3:47:44 PM Ask3:47:44 PM Underlying Strike price Expiration date Option type
11.33EUR +5.79% 11.40
Bid Size: 1,000		 11.90
Ask Size: 1,000		 Chipotle Mexican Gri... 2,000.00 USD 2024-06-21 Call
 

Master data

WKN: GQ21ZY
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: 2024-06-21
Issue date: 2023-08-15
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.43
Leverage: Yes

Calculated values

Fair value: 11.15
Intrinsic value: 11.12
Implied volatility: 2.51
Historic volatility: 0.20
Parity: 11.12
Time value: 1.03
Break-even: 3,051.24
Moneyness: 1.61
Premium: 0.03
Premium p.a.: 1.44
Spread abs.: 1.00
Spread %: 8.97%
Delta: 0.89
Theta: -10.07
Omega: 2.15
Rho: 0.54
 

Quote data

Open: 11.33
High: 11.33
Low: 11.33
Previous Close: 10.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.15%
1 Month
  -0.35%
3 Months  
+68.35%
YTD  
+218.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.71 9.96
1M High / 1M Low: 11.89 9.96
6M High / 6M Low: 11.89 3.11
High (YTD): 2024-05-10 11.89
Low (YTD): 2024-01-05 3.11
52W High: - -
52W Low: - -
Avg. price 1W:   10.37
Avg. volume 1W:   0.00
Avg. price 1M:   10.91
Avg. volume 1M:   0.00
Avg. price 6M:   7.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.88%
Volatility 6M:   75.13%
Volatility 1Y:   -
Volatility 3Y:   -