Goldman Sachs Call 80 CTSH 20.06..../  DE000GG6VLU3  /

EUWAX
07/06/2024  11:14:34 Chg.+0.020 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.300EUR +7.14% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 80.00 USD 20/06/2025 Call
 

Master data

WKN: GG6VLU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 20/06/2025
Issue date: 19/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.21
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -1.26
Time value: 0.32
Break-even: 76.62
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.26%
Delta: 0.34
Theta: -0.01
Omega: 6.46
Rho: 0.18
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -9.09%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.470 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -