Goldman Sachs Call 48 CSCO 18.06.2026
/ DE000GG9NMP2
Goldman Sachs Call 48 CSCO 18.06..../ DE000GG9NMP2 /
8/30/2024 4:02:12 PM |
Chg.+0.020 |
Bid5:06:15 PM |
Ask5:06:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+3.03% |
0.660 Bid Size: 50,000 |
0.670 Ask Size: 50,000 |
Cisco Systems Inc |
48.00 USD |
6/18/2026 |
Call |
Master data
WKN: |
GG9NMP |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 USD |
Maturity: |
6/18/2026 |
Issue date: |
6/17/2024 |
Last trading day: |
6/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.17 |
Historic volatility: |
0.18 |
Parity: |
0.22 |
Time value: |
0.47 |
Break-even: |
50.22 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
2.99% |
Delta: |
0.73 |
Theta: |
-0.01 |
Omega: |
4.79 |
Rho: |
0.47 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.660 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+13.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.660 |
1M High / 1M Low: |
0.690 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.676 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.580 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |