Goldman Sachs Put 56 CMG 20.09.2024
/ DE000GG37G23
Goldman Sachs Put 56 CMG 20.09.20.../ DE000GG37G23 /
12/07/2024 09:19:51 |
Chg.+0.13 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
1.34EUR |
+10.74% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
56.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GG37G2 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
56.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.23 |
Parity: |
-0.71 |
Time value: |
2.00 |
Break-even: |
47.50 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.70 |
Spread %: |
53.85% |
Delta: |
-0.40 |
Theta: |
-0.03 |
Omega: |
-5.24 |
Rho: |
-0.05 |
Quote data
Open: |
1.34 |
High: |
1.34 |
Low: |
1.34 |
Previous Close: |
1.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+109.38% |
1 Month |
|
|
+197.78% |
3 Months |
|
|
+6.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.34 |
0.58 |
1M High / 1M Low: |
1.34 |
0.31 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
457.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |