Goldman Sachs Call 70 CTSH 17.01.2025
/ DE000GG6VMC9
Goldman Sachs Call 70 CTSH 17.01..../ DE000GG6VMC9 /
| 10/9/2024 9:37:24 AM |
Chg.-0.020 |
Bid4:36:47 PM |
Ask4:36:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-2.60% |
0.770
Bid Size: 100,000 |
0.780
Ask Size: 100,000 |
Cognizant Technology... |
70.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/19/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.56 |
| Time value: |
0.22 |
| Break-even: |
71.53 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
6.78 |
| Rho: |
0.12 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
+70.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.750 |
| 1M High / 1M Low: |
0.940 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
