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

EUWAX
31/05/2024  11:19:40 Chg.- Bid09:27:10 Ask09:27:10 Underlying Strike price Expiration date Option type
0.270EUR - 0.310
Bid Size: 30,000
0.340
Ask Size: 30,000
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: 19.05
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -1.28
Time value: 0.32
Break-even: 76.92
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.34
Theta: -0.01
Omega: 6.41
Rho: 0.18
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.95%
1 Month
  -22.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 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:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -