Goldman Sachs Call 80 CSCO 16.01..../  DE000GG24FL5  /

EUWAX
30/08/2024  10:36:43 Chg.+0.001 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.025EUR +4.17% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 80.00 USD 16/01/2026 Call
 

Master data

WKN: GG24FL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 16/01/2026
Issue date: 25/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 157.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -2.67
Time value: 0.03
Break-even: 72.71
Moneyness: 0.63
Premium: 0.59
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 38.10%
Delta: 0.06
Theta: 0.00
Omega: 10.12
Rho: 0.04
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -3.85%
3 Months  
+56.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.023
1M High / 1M Low: 0.026 0.019
6M High / 6M Low: 0.043 0.015
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.69%
Volatility 6M:   214.08%
Volatility 1Y:   -
Volatility 3Y:   -