Goldman Sachs Put 56 CMG 20.09.2024
/ DE000GG37G23
Goldman Sachs Put 56 CMG 20.09.20.../ DE000GG37G23 /
| 09/08/2024 10:50:10 |
Chg.-0.48 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-24.00% |
-
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: |
-14.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
0.21 |
| Time value: |
1.49 |
| Break-even: |
47.90 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.50 |
| Spread %: |
41.67% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-7.15 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.40% |
| 1 Month |
|
|
+13.43% |
| 3 Months |
|
|
+245.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.42 |
| 1M High / 1M Low: |
3.19 |
1.21 |
| 6M High / 6M Low: |
3.19 |
0.31 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.71% |
| Volatility 6M: |
|
276.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
