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

EUWAX
2024-07-04  9:36:55 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.420EUR -2.33% -
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: 9.92
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -0.27
Time value: 0.44
Break-even: 50.73
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.55
Theta: -0.01
Omega: 5.49
Rho: 0.34
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -8.70%
3 Months
  -23.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.420
1M High / 1M Low: 0.460 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.410
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -