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

EUWAX
17/09/2024  11:19:02 Chg.- Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.360EUR - -
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: 19.82
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.19
Time value: 0.35
Break-even: 75.41
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.02%
Delta: 0.49
Theta: -0.02
Omega: 9.63
Rho: 0.10
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+24.14%
3 Months  
+200.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.290
1M High / 1M Low: 0.370 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.325
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -