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Goldman Sachs Call 3500 CMG 20.06.../  DE000GQ8P790  /

EUWAX
2024-05-29  10:46:57 AM Chg.-0.13 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.84EUR -4.38% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 3,500.00 USD 2025-06-20 Call
 

Master data

WKN: GQ8P79
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 3,500.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-09
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.12
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -3.19
Time value: 3.58
Break-even: 3,583.45
Moneyness: 0.90
Premium: 0.23
Premium p.a.: 0.22
Spread abs.: 0.70
Spread %: 24.31%
Delta: 0.51
Theta: -0.68
Omega: 4.12
Rho: 11.83
 

Quote data

Open: 2.84
High: 2.84
Low: 2.84
Previous Close: 2.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.89%
1 Month
  -16.47%
3 Months  
+118.46%
YTD  
+407.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.05 2.92
1M High / 1M Low: 3.58 2.92
6M High / 6M Low: 3.58 0.43
High (YTD): 2024-05-10 3.58
Low (YTD): 2024-01-09 0.48
52W High: - -
52W Low: - -
Avg. price 1W:   2.97
Avg. volume 1W:   0.00
Avg. price 1M:   3.20
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.65%
Volatility 6M:   120.12%
Volatility 1Y:   -
Volatility 3Y:   -