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

EUWAX
5/31/2024  11:19:43 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 90.00 USD 6/20/2025 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: 6/20/2025
Issue date: 4/19/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.49
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -2.20
Time value: 0.20
Break-even: 84.96
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.22
Theta: -0.01
Omega: 6.77
Rho: 0.12
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -27.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.240 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -