Goldman Sachs Call 48 CSCO 19.07.2024
/ DE000GG5S6L7
Goldman Sachs Call 48 CSCO 19.07..../ DE000GG5S6L7 /
| 7/12/2024 10:27:19 AM |
Chg.+0.007 |
Bid5:42:32 PM |
Ask5:42:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
+100.00% |
0.025
Bid Size: 150,000 |
0.028
Ask Size: 150,000 |
Cisco Systems Inc |
48.00 USD |
7/19/2024 |
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: |
7/19/2024 |
| Issue date: |
3/26/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
134.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
-0.11 |
| Time value: |
0.03 |
| Break-even: |
44.46 |
| Moneyness: |
0.97 |
| Premium: |
0.03 |
| Premium p.a.: |
4.71 |
| Spread abs.: |
0.02 |
| Spread %: |
166.67% |
| Delta: |
0.28 |
| Theta: |
-0.05 |
| Omega: |
38.17 |
| Rho: |
0.00 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.014 |
| Previous Close: |
0.007 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-95.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.006 |
| 1M High / 1M Low: |
0.051 |
0.006 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
530.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
