Goldman Sachs Call 100 CTSH 20.06.../  DE000GG68B95  /

EUWAX
2024-06-14  11:26:54 AM Chg.-0.023 Bid2:50:19 PM Ask2:50:19 PM Underlying Strike price Expiration date Option type
0.077EUR -23.00% 0.075
Bid Size: 30,000
0.095
Ask Size: 30,000
Cognizant Technology... 100.00 USD 2025-06-20 Call
 

Master data

WKN: GG68B9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-17
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.70
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -3.30
Time value: 0.11
Break-even: 94.23
Moneyness: 0.65
Premium: 0.57
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.13
Theta: -0.01
Omega: 7.22
Rho: 0.07
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.75%
1 Month
  -23.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.130 0.071
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -