Goldman Sachs Call 70 CSCO 16.01..../  DE000GJ180Q0  /

EUWAX
30/08/2024  09:37:32 Chg.+0.005 Bid14:34:15 Ask14:34:15 Underlying Strike price Expiration date Option type
0.067EUR +8.06% 0.067
Bid Size: 30,000
0.087
Ask Size: 30,000
Cisco Systems Inc 70.00 USD 16/01/2026 Call
 

Master data

WKN: GJ180Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 16/01/2026
Issue date: 24/07/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.27
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -1.77
Time value: 0.09
Break-even: 64.05
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 29.85%
Delta: 0.16
Theta: 0.00
Omega: 8.44
Rho: 0.09
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.08%
1 Month  
+28.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.062
1M High / 1M Low: 0.066 0.039
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -