Goldman Sachs Call 70 CTSH 19.07..../  DE000GG6XQE2  /

EUWAX
07/06/2024  11:21:14 Chg.+0.014 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.066EUR +26.92% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 70.00 USD 19/07/2024 Call
 

Master data

WKN: GG6XQE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 19/07/2024
Issue date: 22/04/2024
Last trading day: 18/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.40
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.34
Time value: 0.07
Break-even: 65.00
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 10.61%
Delta: 0.27
Theta: -0.02
Omega: 22.37
Rho: 0.02
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month
  -26.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.045
1M High / 1M Low: 0.250 0.045
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   468.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -