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

EUWAX
07/06/2024  11:43:49 Chg.+0.040 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.270EUR +17.39% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 65.00 USD 19/07/2024 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: 19/07/2024
Issue date: 23/04/2024
Last trading day: 18/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.90
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.12
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.12
Time value: 0.16
Break-even: 62.46
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.58%
Delta: 0.63
Theta: -0.03
Omega: 13.83
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  
+35.00%
1 Month
  -30.77%
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:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -