Goldman Sachs Call 60 CSCO 21.03.2025
/ DE000GG7DAF3
Goldman Sachs Call 60 CSCO 21.03..../ DE000GG7DAF3 /
30/08/2024 09:36:15 |
Chg.+0.003 |
Bid10:58:43 |
Ask10:58:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.053EUR |
+6.00% |
0.052 Bid Size: 30,000 |
0.072 Ask Size: 30,000 |
Cisco Systems Inc |
60.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
GG7DAF |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
24/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
64.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-0.87 |
Time value: |
0.07 |
Break-even: |
54.86 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.02 |
Spread %: |
39.22% |
Delta: |
0.19 |
Theta: |
-0.01 |
Omega: |
12.15 |
Rho: |
0.04 |
Quote data
Open: |
0.053 |
High: |
0.053 |
Low: |
0.053 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.36% |
1 Month |
|
|
+10.42% |
3 Months |
|
|
+60.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.050 |
1M High / 1M Low: |
0.058 |
0.028 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
394.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |