Goldman Sachs Call 90 CTSH 17.01..../  DE000GG6VJT9  /

EUWAX
29/05/2024  11:18:11 Chg.-0.003 Bid29/05/2024 Ask29/05/2024 Underlying Strike price Expiration date Option type
0.056EUR -5.08% 0.056
Bid Size: 30,000
0.076
Ask Size: 30,000
Cognizant Technology... 90.00 USD 17/01/2025 Call
 

Master data

WKN: GG6VJT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 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: 77.99
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -2.13
Time value: 0.08
Break-even: 83.73
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 14.49%
Delta: 0.13
Theta: -0.01
Omega: 10.00
Rho: 0.05
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month
  -44.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.059
1M High / 1M Low: 0.120 0.059
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -