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Goldman Sachs Call 1500 CMG 21.06.../  DE000GZ8KGJ2  /

EUWAX
2024-06-05  10:11:48 AM Chg.+0.15 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
14.67EUR +1.03% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 1,500.00 - 2024-06-21 Call
 

Master data

WKN: GZ8KGJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,500.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.82
Leverage: Yes

Calculated values

Fair value: 13.32
Intrinsic value: 13.30
Implied volatility: 4.12
Historic volatility: 0.20
Parity: 13.30
Time value: 2.27
Break-even: 3,057.00
Moneyness: 1.89
Premium: 0.08
Premium p.a.: 4.83
Spread abs.: 1.00
Spread %: 6.86%
Delta: 0.88
Theta: -15.44
Omega: 1.60
Rho: 0.41
 

Quote data

Open: 14.67
High: 14.67
Low: 14.67
Previous Close: 14.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.42%
1 Month
  -7.03%
3 Months  
+27.45%
YTD  
+95.34%
1 Year  
+120.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.29 14.52
1M High / 1M Low: 16.49 14.52
6M High / 6M Low: 16.49 6.99
High (YTD): 2024-05-10 16.49
Low (YTD): 2024-01-05 6.99
52W High: 2024-05-10 16.49
52W Low: 2023-10-13 3.83
Avg. price 1W:   14.92
Avg. volume 1W:   0.00
Avg. price 1M:   15.53
Avg. volume 1M:   0.00
Avg. price 6M:   11.41
Avg. volume 6M:   0.00
Avg. price 1Y:   8.42
Avg. volume 1Y:   0.00
Volatility 1M:   38.85%
Volatility 6M:   46.99%
Volatility 1Y:   60.99%
Volatility 3Y:   -