Goldman Sachs Call 60 CTSH 16.01..../  DE000GG6VKY7  /

EUWAX
2024-05-24  9:59:21 AM Chg.-0.08 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.51EUR -5.03% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 60.00 USD 2026-01-16 Call
 

Master data

WKN: GG6VKY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-19
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.77
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.77
Time value: 0.82
Break-even: 71.21
Moneyness: 1.14
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 6.71%
Delta: 0.75
Theta: -0.01
Omega: 2.97
Rho: 0.52
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.36%
1 Month  
+6.34%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.51
1M High / 1M Low: 1.63 1.33
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -