Goldman Sachs Call 80 CTSH 16.01..../  DE000GG6VLK4  /

EUWAX
7/30/2024  11:12:47 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.850EUR -1.16% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 80.00 USD 1/16/2026 Call
 

Master data

WKN: GG6VLK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 1/16/2026
Issue date: 4/19/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.12
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.50
Time value: 0.85
Break-even: 82.42
Moneyness: 0.93
Premium: 0.20
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.54
Theta: -0.01
Omega: 4.42
Rho: 0.43
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.97%
1 Month  
+46.55%
3 Months  
+39.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.740
1M High / 1M Low: 0.900 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.706
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -