Goldman Sachs Call 54 CSCO 20.03..../  DE000GG9NP06  /

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
0.290EUR +7.41% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 54.00 USD 2026-03-20 Call
 

Master data

WKN: GG9NP0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 2026-03-20
Issue date: 2024-06-17
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.90
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.66
Time value: 0.31
Break-even: 52.93
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 6.87%
Delta: 0.43
Theta: -0.01
Omega: 5.96
Rho: 0.25
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.71%
1 Month
  -6.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.340 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -