Goldman Sachs Call 70 CTSH 17.01.2025
/ DE000GG6VMC9
Goldman Sachs Call 70 CTSH 17.01..../ DE000GG6VMC9 /
30/07/2024 11:12:49 |
Chg.-0.020 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-2.35% |
- Bid Size: - |
- Ask Size: - |
Cognizant Technology... |
70.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
GG6VMC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Cognizant Technology Solutions Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
19/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
0.42 |
Time value: |
0.41 |
Break-even: |
72.95 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.86% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
5.79 |
Rho: |
0.19 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.67% |
1 Month |
|
|
+80.43% |
3 Months |
|
|
+66.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.690 |
1M High / 1M Low: |
0.890 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.622 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |