Goldman Sachs Put 70 CMG 20.09.2024
/ DE000GG76QR9
Goldman Sachs Put 70 CMG 20.09.20.../ DE000GG76QR9 /
| 8/9/2024 9:51:01 AM |
Chg.-0.64 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.20EUR |
-8.16% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
70.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.62 |
| Intrinsic value: |
6.62 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.22 |
| Parity: |
6.62 |
| Time value: |
0.49 |
| Break-even: |
49.91 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.50 |
| Spread %: |
7.56% |
| Delta: |
-0.80 |
| Theta: |
-0.04 |
| Omega: |
-2.85 |
| Rho: |
-0.06 |
Quote data
| Open: |
7.20 |
| High: |
7.20 |
| Low: |
7.20 |
| Previous Close: |
7.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.89% |
| 1 Month |
|
|
+21.01% |
| 3 Months |
|
|
+144.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.81 |
7.20 |
| 1M High / 1M Low: |
9.49 |
5.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
