Goldman Sachs Put 72 CMG 20.09.2024
/ DE000GG9VHX9
Goldman Sachs Put 72 CMG 20.09.20.../ DE000GG9VHX9 /
12/07/2024 10:38:12 |
Chg.+0.36 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
6.76EUR |
+5.63% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
72.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GG9VHX |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
72.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
20/06/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.64 |
Intrinsic value: |
6.64 |
Implied volatility: |
0.63 |
Historic volatility: |
0.23 |
Parity: |
6.64 |
Time value: |
0.78 |
Break-even: |
51.37 |
Moneyness: |
1.25 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.70 |
Spread %: |
10.42% |
Delta: |
-0.74 |
Theta: |
-0.03 |
Omega: |
-2.64 |
Rho: |
-0.10 |
Quote data
Open: |
6.76 |
High: |
6.76 |
Low: |
6.76 |
Previous Close: |
6.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.29% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.83 |
4.52 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.09 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |