Goldman Sachs Call 48 CSCO 19.07.2024
/ DE000GG5S6L7
Goldman Sachs Call 48 CSCO 19.07..../ DE000GG5S6L7 /
| 28/06/2024 09:24:36 |
Chg.+0.018 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
+78.26% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
48.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
GG5S6L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
-0.05 |
| Time value: |
0.06 |
| Break-even: |
45.38 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
52.63% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
32.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.13% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
-86.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.023 |
| 1M High / 1M Low: |
0.100 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
620.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
