Goldman Sachs Call 47 CSCO 20.03..../  DE000GG9NMY4  /

EUWAX
2024-07-25  9:56:21 AM Chg.+0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.550EUR +5.77% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 47.00 USD 2026-03-20 Call
 

Master data

WKN: GG9NMY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 47.00 USD
Maturity: 2026-03-20
Issue date: 2024-06-17
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.58
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.01
Time value: 0.57
Break-even: 49.07
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.64
Theta: -0.01
Omega: 4.82
Rho: 0.36
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.70%
1 Month
  -3.51%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.520
1M High / 1M Low: 0.630 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.555
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -