Goldman Sachs Call 46 CSCO 18.06.2026
/ DE000GG9NP14
Goldman Sachs Call 46 CSCO 18.06..../ DE000GG9NP14 /
| 13/11/2024 10:20:21 |
Chg.+0.02 |
Bid18:50:13 |
Ask18:50:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+1.38% |
1.45
Bid Size: 50,000 |
1.46
Ask Size: 50,000 |
Cisco Systems Inc |
46.00 USD |
18/06/2026 |
Call |
Master data
| WKN: |
GG9NP1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
18/06/2026 |
| Issue date: |
17/06/2024 |
| Last trading day: |
17/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
1.20 |
| Time value: |
0.27 |
| Break-even: |
57.97 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
3.44 |
| Rho: |
0.57 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.70% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+182.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.34 |
| 1M High / 1M Low: |
1.45 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
