Goldman Sachs Call 45 CSCO 19.07..../  DE000GG7LEQ5  /

EUWAX
7/4/2024  10:46:55 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.200EUR - -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 45.00 USD 7/19/2024 Call
 

Master data

WKN: GG7LEQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 7/19/2024
Issue date: 5/6/2024
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.42
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.15
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.15
Time value: 0.04
Break-even: 43.44
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 11.63%
Delta: 0.76
Theta: -0.03
Omega: 17.03
Rho: 0.01
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.240 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -