Goldman Sachs Call 65 CSCO 20.03..../  DE000GG6C9P9  /

EUWAX
2024-11-06  10:48:04 AM Chg.- Bid5:12:06 PM Ask5:12:06 PM Underlying Strike price Expiration date Option type
0.340EUR - 0.350
Bid Size: 100,000
0.360
Ask Size: 100,000
Cisco Systems Inc 65.00 USD 2026-03-20 Call
 

Master data

WKN: GG6C9P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-04
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.01
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.66
Time value: 0.39
Break-even: 64.42
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 5.48%
Delta: 0.44
Theta: -0.01
Omega: 6.10
Rho: 0.27
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month  
+88.89%
3 Months  
+277.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.340 0.180
6M High / 6M Low: 0.340 0.070
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.73%
Volatility 6M:   161.47%
Volatility 1Y:   -
Volatility 3Y:   -