Goldman Sachs Call 60 CTSH 16.01..../  DE000GG6VKY7  /

EUWAX
11/12/2024  7:18:39 PM Chg.+0.07 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
2.37EUR +3.04% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 60.00 USD 1/16/2026 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: 1/16/2026
Issue date: 4/19/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 2.02
Implied volatility: 0.39
Historic volatility: 0.18
Parity: 2.02
Time value: 0.51
Break-even: 81.57
Moneyness: 1.36
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.20
Spread %: 8.58%
Delta: 0.85
Theta: -0.01
Omega: 2.56
Rho: 0.46
 

Quote data

Open: 2.37
High: 2.37
Low: 2.37
Previous Close: 2.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.22%
1 Month  
+28.11%
3 Months  
+30.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.30 1.82
1M High / 1M Low: 2.30 1.71
6M High / 6M Low: 2.30 1.20
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.72
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.11%
Volatility 6M:   67.87%
Volatility 1Y:   -
Volatility 3Y:   -