Goldman Sachs Call 2400 CMG 21.06.2024
/ DE000GQ8GFJ3
Goldman Sachs Call 2400 CMG 21.06.../ DE000GQ8GFJ3 /
07/06/2024 11:01:12 |
Chg.+0.56 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
7.68EUR |
+7.87% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
2,400.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
GQ8GFJ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,400.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
06/11/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.48 |
Intrinsic value: |
7.45 |
Implied volatility: |
1.79 |
Historic volatility: |
0.20 |
Parity: |
7.45 |
Time value: |
1.03 |
Break-even: |
3,051.49 |
Moneyness: |
1.34 |
Premium: |
0.03 |
Premium p.a.: |
1.44 |
Spread abs.: |
1.00 |
Spread %: |
13.37% |
Delta: |
0.84 |
Theta: |
-8.99 |
Omega: |
2.93 |
Rho: |
0.63 |
Quote data
Open: |
7.68 |
High: |
7.68 |
Low: |
7.68 |
Previous Close: |
7.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.01% |
1 Month |
|
|
-1.41% |
3 Months |
|
|
+123.91% |
YTD |
|
|
+464.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.68 |
6.42 |
1M High / 1M Low: |
8.17 |
6.20 |
6M High / 6M Low: |
8.17 |
1.04 |
High (YTD): |
13/05/2024 |
8.17 |
Low (YTD): |
05/01/2024 |
1.04 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.11 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.72% |
Volatility 6M: |
|
149.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |