Goldman Sachs Put 3500 CMG 20.09.2024
/ DE000GG76QR9
Goldman Sachs Put 3500 CMG 20.09..../ DE000GG76QR9 /
| 11/06/2024 09:45:56 |
Chg.+0.26 |
Bid14:55:57 |
Ask14:55:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
+7.28% |
3.89
Bid Size: 1,000 |
4.39
Ask Size: 1,000 |
Chipotle Mexican Gri... |
3,500.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GG76QR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,500.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
3.44 |
| Time value: |
0.81 |
| Break-even: |
2,826.76 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.50 |
| Spread %: |
13.33% |
| Delta: |
-0.66 |
| Theta: |
-0.79 |
| Omega: |
-4.54 |
| Rho: |
-6.52 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
3.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.81% |
| 1 Month |
|
|
+29.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.11 |
3.13 |
| 1M High / 1M Low: |
4.11 |
2.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
