Goldman Sachs Call 80 CTSH 17.01.2025
/ DE000GG6VLZ2
Goldman Sachs Call 80 CTSH 17.01..../ DE000GG6VLZ2 /
| 17/05/2024 11:20:15 |
Chg.+0.050 |
Bid21:56:17 |
Ask21:56:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+23.81% |
0.200
Bid Size: 20,000 |
0.210
Ask Size: 20,000 |
Cognizant Technology... |
80.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG6VLZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
19/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.89 |
| Time value: |
0.26 |
| Break-even: |
76.20 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
8.43 |
| Rho: |
0.13 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.94% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
