Goldman Sachs Call 90 CTSH 20.06..../  DE000GG6VME5  /

EUWAX
13/06/2024  11:20:41 Chg.0.000 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.160EUR 0.00% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 90.00 USD 20/06/2025 Call
 

Master data

WKN: GG6VME
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 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: 30.66
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -2.19
Time value: 0.20
Break-even: 85.23
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.22
Theta: -0.01
Omega: 6.78
Rho: 0.12
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.240 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -