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

EUWAX
10/06/2024  09:21:25 Chg.-0.005 Bid09:26:05 Ask09:26:05 Underlying Strike price Expiration date Option type
0.047EUR -9.62% 0.047
Bid Size: 30,000
0.077
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: 107.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -2.23
Time value: 0.06
Break-even: 84.07
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 14.00%
Delta: 0.10
Theta: -0.01
Omega: 10.92
Rho: 0.03
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -24.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.054 0.047
1M High / 1M Low: 0.090 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -