Goldman Sachs Call 80 CTSH 17.01..../  DE000GG6VLZ2  /

EUWAX
15/08/2024  11:21:09 Chg.+0.020 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.290EUR +7.41% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 80.00 USD 17/01/2025 Call
 

Master data

WKN: GG6VLZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 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: 21.93
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.51
Time value: 0.31
Break-even: 75.73
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 13.24%
Delta: 0.40
Theta: -0.02
Omega: 8.86
Rho: 0.10
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+16.00%
3 Months  
+61.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -