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Goldman Sachs Call 3000 CMG 21.06.../  DE000GQ2S4L4  /

EUWAX
2024-06-17  10:08:50 AM Chg.+0.37 Bid6:35:53 PM Ask6:35:53 PM Underlying Strike price Expiration date Option type
2.82EUR +15.10% 3.35
Bid Size: 1,000		 3.85
Ask Size: 1,000		 Chipotle Mexican Gri... 3,000.00 USD 2024-06-21 Call
 

Master data

WKN: GQ2S4L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 3,000.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-23
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.24
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 2.54
Implied volatility: 1.43
Historic volatility: 0.21
Parity: 2.54
Time value: 0.77
Break-even: 3,134.04
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 8.72
Spread abs.: 0.70
Spread %: 26.82%
Delta: 0.74
Theta: -18.59
Omega: 6.87
Rho: 0.21
 

Quote data

Open: 2.82
High: 2.82
Low: 2.82
Previous Close: 2.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.77%
1 Month  
+59.32%
3 Months  
+271.05%
YTD  
+1780.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.45 1.40
1M High / 1M Low: 2.45 1.10
6M High / 6M Low: 2.71 0.09
High (YTD): 2024-05-13 2.71
Low (YTD): 2024-01-08 0.09
52W High: - -
52W Low: - -
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   0.98
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   360.44%
Volatility 6M:   271.57%
Volatility 1Y:   -
Volatility 3Y:   -