Goldman Sachs Put 60 CMG 20.09.2024
/ DE000GG5ENZ6
Goldman Sachs Put 60 CMG 20.09.20.../ DE000GG5ENZ6 /
| 12/07/2024 10:52:55 |
Chg.+0.22 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+10.68% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
60.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GG5ENZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
1.07 |
| Time value: |
1.81 |
| Break-even: |
49.25 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.70 |
| Spread %: |
32.11% |
| Delta: |
-0.51 |
| Theta: |
-0.03 |
| Omega: |
-4.71 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.89% |
| 1 Month |
|
|
+171.43% |
| 3 Months |
|
|
+12.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.11 |
| 1M High / 1M Low: |
2.28 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
