Goldman Sachs Call 2200 CMG 17.01.2025
/ DE000GP5QUU5
Goldman Sachs Call 2200 CMG 17.01.../ DE000GP5QUU5 /
| 10/06/2024 10:30:17 |
Chg.-0.45 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.96EUR |
-4.32% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,200.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
GP5QUU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,200.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.93 |
| Intrinsic value: |
7.40 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.21 |
| Parity: |
7.40 |
| Time value: |
3.22 |
| Break-even: |
3,262.00 |
| Moneyness: |
1.34 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.70 |
| Spread %: |
7.06% |
| Delta: |
0.80 |
| Theta: |
-1.24 |
| Omega: |
2.20 |
| Rho: |
7.73 |
Quote data
| Open: |
9.96 |
| High: |
9.96 |
| Low: |
9.96 |
| Previous Close: |
10.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.84% |
| 1 Month |
|
|
-8.54% |
| 3 Months |
|
|
+62.48% |
| YTD |
|
|
+192.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.41 |
9.12 |
| 1M High / 1M Low: |
10.89 |
9.10 |
| 6M High / 6M Low: |
10.89 |
3.02 |
| High (YTD): |
10/05/2024 |
10.89 |
| Low (YTD): |
08/01/2024 |
3.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.92% |
| Volatility 6M: |
|
73.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
