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Goldman Sachs Call 1500 CMG 17.01.../  DE000GZ7U1S7  /

EUWAX
2024-06-05  10:13:52 AM Chg.+0.17 Bid8:25:13 PM Ask8:25:13 PM Underlying Strike price Expiration date Option type
15.18EUR +1.13% 15.77
Bid Size: 1,000		 16.47
Ask Size: 1,000		 Chipotle Mexican Gri... 1,500.00 - 2025-01-17 Call
 

Master data

WKN: GZ7U1S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,500.00 -
Maturity: 2025-01-17
Issue date: 2023-01-31
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.80
Leverage: Yes

Calculated values

Fair value: 13.63
Intrinsic value: 13.30
Implied volatility: 1.09
Historic volatility: 0.20
Parity: 13.30
Time value: 2.45
Break-even: 3,075.00
Moneyness: 1.89
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.70
Spread %: 4.65%
Delta: 0.88
Theta: -1.14
Omega: 1.59
Rho: 5.74
 

Quote data

Open: 15.18
High: 15.18
Low: 15.18
Previous Close: 15.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.37%
1 Month
  -6.87%
3 Months  
+25.98%
YTD  
+88.57%
1 Year  
+107.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.81 15.01
1M High / 1M Low: 16.98 15.01
6M High / 6M Low: 16.98 7.61
High (YTD): 2024-05-13 16.98
Low (YTD): 2024-01-05 7.61
52W High: 2024-05-13 16.98
52W Low: 2023-10-13 4.64
Avg. price 1W:   15.42
Avg. volume 1W:   0.00
Avg. price 1M:   16.04
Avg. volume 1M:   0.00
Avg. price 6M:   11.96
Avg. volume 6M:   8
Avg. price 1Y:   9.06
Avg. volume 1Y:   3.94
Volatility 1M:   38.52%
Volatility 6M:   52.59%
Volatility 1Y:   55.42%
Volatility 3Y:   -