Goldman Sachs Put 60 CSCO 21.06.2024
/ DE000GQ0A3B9
Goldman Sachs Put 60 CSCO 21.06.2.../ DE000GQ0A3B9 /
| 2024-06-17 10:49:03 AM |
Chg.-0.02 |
Bid1:42:34 PM |
Ask1:42:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-1.47% |
1.35
Bid Size: 20,000 |
1.40
Ask Size: 20,000 |
Cisco Systems Inc |
60.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GQ0A3B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
1.85 |
| Historic volatility: |
0.17 |
| Parity: |
1.34 |
| Time value: |
0.03 |
| Break-even: |
42.36 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
-0.90 |
| Theta: |
-0.17 |
| Omega: |
-2.82 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.52% |
| 1 Month |
|
|
+26.42% |
| 3 Months |
|
|
+36.73% |
| YTD |
|
|
+50.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.32 |
| 1M High / 1M Low: |
1.36 |
1.06 |
| 6M High / 6M Low: |
1.36 |
0.72 |
| High (YTD): |
2024-06-14 |
1.36 |
| Low (YTD): |
2024-01-29 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.46% |
| Volatility 6M: |
|
105.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
