Goldman Sachs Call CMG/ DE000GG5WX66 /
| 16/05/2024 10:21:41 | Chg.- | Bid22:00:41 | Ask22:00:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.44EUR | - | - Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... | - USD | 17/05/2024 | Call |
Master data
| WKN: | GG5WX6 |
|---|---|
| Issuer: | Goldman Sachs Bank Europe SE |
| Currency: | EUR |
| Underlying: | Chipotle Mexican Grill Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 17/05/2024 |
| Issue date: | 28/03/2024 |
| Last trading day: | 16/05/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.39 |
|---|---|
| Intrinsic value: | 3.38 |
| Implied volatility: | 5.03 |
| Historic volatility: | 0.20 |
| Parity: | 3.38 |
| Time value: | 1.49 |
| Break-even: | 3,058.56 |
| Moneyness: | 1.13 |
| Premium: | 0.05 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 1.50 |
| Spread %: | 44.51% |
| Delta: | 0.73 |
| Theta: | -127.61 |
| Omega: | 4.34 |
| Rho: | 0.04 |
Quote data
| Open: | 3.44 |
|---|---|
| High: | 3.44 |
| Low: | 3.44 |
| Previous Close: | 3.59 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.64% | ||
|---|---|---|---|
| 1 Month | +57.80% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.39 | 3.44 |
|---|---|---|
| 1M High / 1M Low: | 4.39 | 1.61 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.91 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 3.12 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 235.33% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
