Goldman Sachs Call 50 CSCO 20.03..../  DE000GG6C9Q7  /

EUWAX
2024-07-25  10:30:14 AM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.410EUR +2.50% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 50.00 USD 2026-03-20 Call
 

Master data

WKN: GG6C9Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-04
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.76
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.29
Time value: 0.44
Break-even: 50.56
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 4.73%
Delta: 0.54
Theta: -0.01
Omega: 5.31
Rho: 0.32
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.00%
1 Month
  -8.89%
3 Months
  -29.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.400
1M High / 1M Low: 0.500 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -