Goldman Sachs Put 64 CMG 20.09.2024
/ DE000GG8C6E7
Goldman Sachs Put 64 CMG 20.09.20.../ DE000GG8C6E7 /
| 09/08/2024 09:24:14 |
Chg.-0.59 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.50EUR |
-11.59% |
-
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: |
-5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
3.87 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.22 |
| Parity: |
3.87 |
| Time value: |
0.80 |
| Break-even: |
49.29 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.70 |
| Spread %: |
17.63% |
| Delta: |
-0.70 |
| Theta: |
-0.04 |
| Omega: |
-3.83 |
| Rho: |
-0.05 |
Quote data
| Open: |
4.50 |
| High: |
4.50 |
| Low: |
4.50 |
| Previous Close: |
5.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.73% |
| 1 Month |
|
|
+26.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.11 |
4.50 |
| 1M High / 1M Low: |
6.73 |
3.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
