Goldman Sachs Put 70 CMG 20.09.2024
/ DE000GG76QR9
Goldman Sachs Put 70 CMG 20.09.20.../ DE000GG76QR9 /
12/07/2024 10:45:33 |
Chg.+0.36 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
5.91EUR |
+6.49% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
70.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GG76QR |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
02/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.72 |
Intrinsic value: |
5.72 |
Implied volatility: |
0.61 |
Historic volatility: |
0.23 |
Parity: |
5.72 |
Time value: |
0.86 |
Break-even: |
51.21 |
Moneyness: |
1.22 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.70 |
Spread %: |
11.90% |
Delta: |
-0.72 |
Theta: |
-0.03 |
Omega: |
-2.89 |
Rho: |
-0.10 |
Quote data
Open: |
5.91 |
High: |
5.91 |
Low: |
5.91 |
Previous Close: |
5.55 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.73% |
1 Month |
|
|
+78.01% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.95 |
3.77 |
1M High / 1M Low: |
5.95 |
2.20 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
298.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |