Goldman Sachs Call 48 CMG 20.09.2024
/ DE000GG1KUP8
Goldman Sachs Call 48 CMG 20.09.2.../ DE000GG1KUP8 /
| 2024-06-28 11:47:38 AM |
Chg.-1.67 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.49EUR |
-18.23% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
48.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG1KUP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.92 |
| Intrinsic value: |
6.73 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.22 |
| Parity: |
6.73 |
| Time value: |
1.06 |
| Break-even: |
60.41 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.50 |
| Spread %: |
6.86% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.16 |
| Rho: |
0.08 |
Quote data
| Open: |
7.49 |
| High: |
7.49 |
| Low: |
7.49 |
| Previous Close: |
9.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.66% |
| 1 Month |
|
|
+0.67% |
| 3 Months |
|
|
+23.19% |
| YTD |
|
|
+296.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.16 |
7.49 |
| 1M High / 1M Low: |
10.47 |
6.70 |
| 6M High / 6M Low: |
10.47 |
1.55 |
| High (YTD): |
2024-06-20 |
10.47 |
| Low (YTD): |
2024-01-05 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.83% |
| Volatility 6M: |
|
108.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
