Goldman Sachs Call 60 CTSH 16.01.2026
/ DE000GG6VKY7
Goldman Sachs Call 60 CTSH 16.01..../ DE000GG6VKY7 /
| 01/08/2024 10:49:15 |
Chg.-0.02 |
Bid11:07:43 |
Ask11:07:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-0.99% |
2.01
Bid Size: 20,000 |
2.04
Ask Size: 20,000 |
Cognizant Technology... |
60.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG6VKY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cognizant Technology Solutions Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
19/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.45 |
| Time value: |
0.61 |
| Break-even: |
76.03 |
| Moneyness: |
1.26 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
5.10% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.79 |
| Rho: |
0.54 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.96% |
| 1 Month |
|
|
+37.93% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.71 |
| 1M High / 1M Low: |
2.02 |
1.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
