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Goldman Sachs Call 2500 CMG 21.06.../  DE000GQ70ES5  /

EUWAX
2024-05-16  10:34:38 AM Chg.-0.16 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
6.34EUR -2.46% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 2,500.00 USD 2024-06-21 Call
 

Master data

WKN: GQ70ES
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,500.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-09
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.16
Leverage: Yes

Calculated values

Fair value: 6.22
Intrinsic value: 6.14
Implied volatility: 0.89
Historic volatility: 0.20
Parity: 6.14
Time value: 0.85
Break-even: 2,995.03
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.34
Spread abs.: 0.70
Spread %: 11.13%
Delta: 0.84
Theta: -2.90
Omega: 3.51
Rho: 1.73
 

Quote data

Open: 6.34
High: 6.34
Low: 6.34
Previous Close: 6.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.70%
1 Month  
+32.64%
3 Months  
+170.94%
YTD  
+534.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.25 6.34
1M High / 1M Low: 7.25 4.06
6M High / 6M Low: 7.25 0.73
High (YTD): 2024-05-13 7.25
Low (YTD): 2024-01-05 0.74
52W High: - -
52W Low: - -
Avg. price 1W:   6.80
Avg. volume 1W:   0.00
Avg. price 1M:   5.91
Avg. volume 1M:   0.00
Avg. price 6M:   2.76
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.98%
Volatility 6M:   138.89%
Volatility 1Y:   -
Volatility 3Y:   -