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Goldman Sachs Put 2600 CMG 17.01..../  DE000GG10S87  /

EUWAX
2024-06-11  10:39:42 AM Chg.+0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.700EUR +6.06% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 2,600.00 USD 2025-01-17 Put
 

Master data

WKN: GG10S8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Put
Strike price: 2,600.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-14
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -17.21
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.21
Parity: -4.92
Time value: 1.69
Break-even: 2,246.59
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.40
Spread abs.: 1.00
Spread %: 144.93%
Delta: -0.23
Theta: -0.64
Omega: -3.90
Rho: -4.99
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month  
+20.69%
3 Months
  -62.37%
YTD
  -81.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.570
1M High / 1M Low: 0.770 0.570
6M High / 6M Low: - -
High (YTD): 2024-01-05 4.040
Low (YTD): 2024-06-07 0.570
52W High: - -
52W Low: - -
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -