Goldman Sachs Put 64 CMG 20.09.2024
/ DE000GG8C6E7
Goldman Sachs Put 64 CMG 20.09.20.../ DE000GG8C6E7 /
12/07/2024 10:24:08 |
Chg.+0.28 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
3.55EUR |
+8.56% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
64.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GG8C6E |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
64.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
21/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.00 |
Intrinsic value: |
2.97 |
Implied volatility: |
0.50 |
Historic volatility: |
0.23 |
Parity: |
2.97 |
Time value: |
1.07 |
Break-even: |
50.78 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.50 |
Spread %: |
14.12% |
Delta: |
-0.64 |
Theta: |
-0.03 |
Omega: |
-4.17 |
Rho: |
-0.08 |
Quote data
Open: |
3.55 |
High: |
3.55 |
Low: |
3.55 |
Previous Close: |
3.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+61.36% |
1 Month |
|
|
+124.68% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.56 |
1.97 |
1M High / 1M Low: |
3.56 |
1.02 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
406.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |