Goldman Sachs Call 60 CSCO 16.01..../  DE000GG24FH3  /

EUWAX
2024-07-25  9:52:24 AM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 60.00 USD 2026-01-16 Call
 

Master data

WKN: GG24FH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-25
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.36
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.21
Time value: 0.16
Break-even: 56.94
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 14.49%
Delta: 0.27
Theta: 0.00
Omega: 7.26
Rho: 0.15
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month     0.00%
3 Months
  -36.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.160 0.120
6M High / 6M Low: 0.390 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   32
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.61%
Volatility 6M:   143.83%
Volatility 1Y:   -
Volatility 3Y:   -