Goldman Sachs Put 65 CMG 20.09.2024
/ DE000GJ02LW0
Goldman Sachs Put 65 CMG 20.09.20.../ DE000GJ02LW0 /
| 7/12/2024 10:18:22 AM |
Chg.+0.005 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+6.85% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
65.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GJ02LW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/2/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.02 |
| Break-even: |
50.90 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
12.99% |
| Delta: |
-0.66 |
| Theta: |
-0.03 |
| Omega: |
-3.99 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.045 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
