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

EUWAX
9/25/2024  9:19:23 AM Chg.-0.08 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
1.78EUR -4.30% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 60.00 USD 1/16/2026 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: 1/16/2026
Issue date: 4/19/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.43
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 1.43
Time value: 0.39
Break-even: 71.81
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.11%
Delta: 0.86
Theta: -0.01
Omega: 3.23
Rho: 0.53
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.30%
1 Month
  -8.25%
3 Months  
+18.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.74
1M High / 1M Low: 2.01 1.74
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.82
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -