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

EUWAX
30/08/2024  11:12:04 Chg.+0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -
-
Ask Size: -
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: 12.29
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.42
Time value: 0.37
Break-even: 53.34
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.49
Theta: -0.01
Omega: 6.08
Rho: 0.29
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.50%
3 Months  
+44.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.350
1M High / 1M Low: 0.360 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -