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Goldman Sachs Put 2500 CMG 17.01..../  DE000GP3LSE9  /

EUWAX
2024-05-22  10:45:16 AM Chg.+0.010 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.500EUR +2.04% 0.500
Bid Size: 10,000		 1.200
Ask Size: 1,000		 Chipotle Mexican Gri... 2,500.00 - 2025-01-17 Put
 

Master data

WKN: GP3LSE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Put
Strike price: 2,500.00 -
Maturity: 2025-01-17
Issue date: 2023-05-02
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -19.61
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.20
Parity: -4.23
Time value: 1.49
Break-even: 2,350.90
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.31
Spread abs.: 1.00
Spread %: 203.67%
Delta: -0.23
Theta: -0.51
Omega: -4.56
Rho: -5.46
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -56.52%
3 Months
  -71.59%
YTD
  -83.92%
1 Year
  -89.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.460
1M High / 1M Low: 1.150 0.460
6M High / 6M Low: 3.500 0.460
High (YTD): 2024-01-05 3.410
Low (YTD): 2024-05-20 0.460
52W High: 2023-10-13 6.930
52W Low: 2024-05-20 0.460
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   1.914
Avg. volume 6M:   0.000
Avg. price 1Y:   3.642
Avg. volume 1Y:   0.000
Volatility 1M:   144.46%
Volatility 6M:   102.75%
Volatility 1Y:   86.48%
Volatility 3Y:   -