Goldman Sachs Call 54 CSCO 20.03.2026
/ DE000GG9NP06
Goldman Sachs Call 54 CSCO 20.03..../ DE000GG9NP06 /
| 06/11/2024 14:45:02 |
Chg.- |
Bid21:21:24 |
Ask21:21:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
0.840
Bid Size: 100,000 |
0.850
Ask Size: 100,000 |
Cisco Systems Inc |
54.00 USD |
20/03/2026 |
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: |
20/03/2026 |
| Issue date: |
17/06/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.36 |
| Time value: |
0.50 |
| Break-even: |
58.92 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.46 |
| Rho: |
0.41 |
Quote data
| Open: |
0.780 |
| High: |
0.810 |
| Low: |
0.780 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.12% |
| 1 Month |
|
|
+58.82% |
| 3 Months |
|
|
+211.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.650 |
| 1M High / 1M Low: |
0.810 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.715 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
