Goldman Sachs Call 80 CTSH 16.01..../  DE000GG6VLK4  /

EUWAX
20/06/2024  11:19:49 Chg.+0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.530EUR +1.92% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 80.00 USD 16/01/2026 Call
 

Master data

WKN: GG6VLK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 16/01/2026
Issue date: 19/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.01
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -1.32
Time value: 0.56
Break-even: 80.00
Moneyness: 0.82
Premium: 0.31
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.83%
Delta: 0.42
Theta: -0.01
Omega: 4.62
Rho: 0.32
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month
  -20.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.710 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.500
Avg. volume 1W:   0.000
Avg. price 1M:   0.567
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -