Goldman Sachs Call 2800 CMG 21.06.2024
/ DE000GG3N2D0
Goldman Sachs Call 2800 CMG 21.06.../ DE000GG3N2D0 /
| 2024-05-23 10:43:41 AM |
Chg.-0.18 |
Bid11:55:26 AM |
Ask11:55:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.47EUR |
-4.93% |
3.50
Bid Size: 1,000 |
4.20
Ask Size: 1,000 |
Chipotle Mexican Gri... |
2,800.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG3N2D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.20 |
| Parity: |
3.26 |
| Time value: |
0.86 |
| Break-even: |
2,998.57 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.70 |
| Spread %: |
20.47% |
| Delta: |
0.77 |
| Theta: |
-2.99 |
| Omega: |
5.47 |
| Rho: |
1.46 |
Quote data
| Open: |
3.47 |
| High: |
3.47 |
| Low: |
3.47 |
| Previous Close: |
3.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.14% |
| 1 Month |
|
|
+75.25% |
| 3 Months |
|
|
+269.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.16 |
3.45 |
| 1M High / 1M Low: |
4.51 |
1.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
