Goldman Sachs Call 2400 CMG 21.06.2024
/ DE000GQ8GFJ3
Goldman Sachs Call 2400 CMG 21.06.../ DE000GQ8GFJ3 /
| 2024-05-17 11:09:29 AM |
Chg.-0.17 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.08EUR |
-2.34% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
2,400.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GQ8GFJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.94 |
| Intrinsic value: |
6.86 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.20 |
| Parity: |
6.86 |
| Time value: |
0.87 |
| Break-even: |
2,981.36 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.70 |
| Spread %: |
9.96% |
| Delta: |
0.85 |
| Theta: |
-3.12 |
| Omega: |
3.19 |
| Rho: |
1.62 |
Quote data
| Open: |
7.08 |
| High: |
7.08 |
| Low: |
7.08 |
| Previous Close: |
7.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.02% |
| 1 Month |
|
|
+25.31% |
| 3 Months |
|
|
+136.79% |
| YTD |
|
|
+420.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.17 |
7.25 |
| 1M High / 1M Low: |
8.17 |
4.91 |
| 6M High / 6M Low: |
8.17 |
1.03 |
| High (YTD): |
2024-05-13 |
8.17 |
| Low (YTD): |
2024-01-05 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.36% |
| Volatility 6M: |
|
148.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
