Goldman Sachs Call 70 CSCO 20.03..../  DE000GG6CA41  /

EUWAX
7/26/2024  9:49:49 AM Chg.+0.009 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.064EUR +16.36% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 70.00 USD 3/20/2026 Call
 

Master data

WKN: GG6CA4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 3/20/2026
Issue date: 4/4/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.89
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -2.04
Time value: 0.09
Break-even: 65.33
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 30.77%
Delta: 0.15
Theta: 0.00
Omega: 7.88
Rho: 0.10
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.54%
1 Month  
+28.00%
3 Months
  -28.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.050
1M High / 1M Low: 0.067 0.047
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -