Goldman Sachs Call 65 CTSH 19.07..../  DE000GG7A853  /

EUWAX
6/7/2024  11:43:49 AM Chg.- Bid9:02:55 AM Ask9:02:55 AM Underlying Strike price Expiration date Option type
0.270EUR - 0.240
Bid Size: 30,000
-
Ask Size: -
Cognizant Technology... 65.00 USD 7/19/2024 Call
 

Master data

WKN: GG7A85
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 7/19/2024
Issue date: 4/23/2024
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.32
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.09
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.09
Time value: 0.16
Break-even: 62.69
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.87%
Delta: 0.61
Theta: -0.03
Omega: 14.79
Rho: 0.04
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -18.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.590 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   292.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -