Goldman Sachs Call 52 CSCO 18.06..../  DE000GG9NP89  /

EUWAX
2024-07-25  9:56:23 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.390EUR +5.41% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 52.00 USD 2026-06-18 Call
 

Master data

WKN: GG9NP8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 2026-06-18
Issue date: 2024-06-17
Last trading day: 2026-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.81
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.48
Time value: 0.40
Break-even: 51.98
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.50
Theta: -0.01
Omega: 5.42
Rho: 0.34
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -4.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.450 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -