Goldman Sachs Call 40 CMG 20.06.2025
/ DE000GQ246Z1
Goldman Sachs Call 40 CMG 20.06.2.../ DE000GQ246Z1 /
| 10/07/2024 09:59:56 |
Chg.-1.03 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.89EUR |
-9.43% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
40.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
GQ246Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
16/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.78 |
| Intrinsic value: |
8.08 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.23 |
| Parity: |
8.08 |
| Time value: |
2.83 |
| Break-even: |
58.81 |
| Moneyness: |
1.44 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
1.00 |
| Spread %: |
10.09% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.01 |
| Rho: |
0.21 |
Quote data
| Open: |
9.89 |
| High: |
9.89 |
| Low: |
9.89 |
| Previous Close: |
10.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.59% |
| 1 Month |
|
|
-19.53% |
| 3 Months |
|
|
-5.36% |
| YTD |
|
|
+93.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.13 |
10.92 |
| 1M High / 1M Low: |
15.16 |
10.92 |
| 6M High / 6M Low: |
15.16 |
4.85 |
| High (YTD): |
20/06/2024 |
15.16 |
| Low (YTD): |
05/01/2024 |
4.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.13% |
| Volatility 6M: |
|
66.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
