Goldman Sachs Put 3400 CMG 19.07.2024
/ DE000GG79L58
Goldman Sachs Put 3400 CMG 19.07..../ DE000GG79L58 /
| 2024-05-30 4:12:14 PM |
Chg.+0.53 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.09EUR |
+20.70% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
3,400.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
GG79L5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,400.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
3.03 |
| Time value: |
0.52 |
| Break-even: |
2,792.83 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.50 |
| Spread %: |
16.39% |
| Delta: |
-0.72 |
| Theta: |
-1.17 |
| Omega: |
-5.75 |
| Rho: |
-3.28 |
Quote data
| Open: |
3.15 |
| High: |
3.15 |
| Low: |
3.09 |
| Previous Close: |
2.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.64% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.32 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
