Goldman Sachs Call 52 CSCO 18.06.2026
/ DE000GG9NP89
Goldman Sachs Call 52 CSCO 18.06..../ DE000GG9NP89 /
30/08/2024 10:41:42 |
Chg.+0.010 |
Bid30/08/2024 |
Ask30/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+2.04% |
0.500 Bid Size: 30,000 |
0.520 Ask Size: 30,000 |
Cisco Systems Inc |
52.00 USD |
18/06/2026 |
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: |
18/06/2026 |
Issue date: |
17/06/2024 |
Last trading day: |
17/06/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
-0.15 |
Time value: |
0.51 |
Break-even: |
52.06 |
Moneyness: |
0.97 |
Premium: |
0.14 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
4.06% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
5.34 |
Rho: |
0.40 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+13.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.490 |
1M High / 1M Low: |
0.510 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.423 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |