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Goldman Sachs Put 2800 CMG 17.01..../  DE000GG1G5X2  /

EUWAX
2024-06-25  9:09:33 AM Chg.+0.05 Bid8:50:24 PM Ask8:50:24 PM Underlying Strike price Expiration date Option type
1.07EUR +4.90% 0.94
Bid Size: 5,000		 1.94
Ask Size: 1,000		 Chipotle Mexican Gri... 2,800.00 USD 2025-01-17 Put
 

Master data

WKN: GG1G5X
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Put
Strike price: 2,800.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-22
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -16.91
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.22
Parity: -3.67
Time value: 1.76
Break-even: 2,432.97
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.35
Spread abs.: 0.70
Spread %: 66.04%
Delta: -0.26
Theta: -0.65
Omega: -4.42
Rho: -5.38
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.44%
1 Month
  -0.93%
3 Months
  -45.96%
YTD
  -78.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.10 0.75
1M High / 1M Low: 1.25 0.75
6M High / 6M Low: 5.48 0.75
High (YTD): 2024-01-05 5.48
Low (YTD): 2024-06-20 0.75
52W High: - -
52W Low: - -
Avg. price 1W:   0.89
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   2.50
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.86%
Volatility 6M:   125.27%
Volatility 1Y:   -
Volatility 3Y:   -