Goldman Sachs Put 60 CSCO 20.09.2024
/ DE000GQ8P667
Goldman Sachs Put 60 CSCO 20.09.2.../ DE000GQ8P667 /
| 6/21/2024 9:46:39 AM |
Chg.-0.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-4.51% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
60.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GQ8P66 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.17 |
| Parity: |
1.19 |
| Time value: |
0.04 |
| Break-even: |
43.82 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
-0.82 |
| Theta: |
-0.01 |
| Omega: |
-2.93 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.97% |
| 1 Month |
|
|
+5.83% |
| 3 Months |
|
|
+30.93% |
| YTD |
|
|
+41.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.27 |
| 1M High / 1M Low: |
1.38 |
1.16 |
| 6M High / 6M Low: |
1.38 |
0.74 |
| High (YTD): |
6/14/2024 |
1.38 |
| Low (YTD): |
5/16/2024 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.28% |
| Volatility 6M: |
|
99.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
