Goldman Sachs Call 55 CSCO 20.03..../  DE000GG6C9K0  /

EUWAX
26/07/2024  09:49:47 Chg.+0.030 Bid10:00:09 Ask10:00:09 Underlying Strike price Expiration date Option type
0.290EUR +11.54% 0.290
Bid Size: 30,000
0.310
Ask Size: 30,000
Cisco Systems Inc 55.00 USD 20/03/2026 Call
 

Master data

WKN: GG6C9K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 20/03/2026
Issue date: 04/04/2024
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.32
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.72
Time value: 0.30
Break-even: 53.72
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 7.04%
Delta: 0.42
Theta: -0.01
Omega: 5.96
Rho: 0.25
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month  
+3.57%
3 Months
  -21.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.310 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -