Goldman Sachs Call 90 CTSH 20.06..../  DE000GG6VME5  /

EUWAX
2024-12-20  11:15:07 AM Chg.-0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 90.00 USD 2025-06-20 Call
 

Master data

WKN: GG6VME
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-19
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.27
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -1.03
Time value: 0.25
Break-even: 88.81
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 4.15%
Delta: 0.30
Theta: -0.02
Omega: 9.21
Rho: 0.10
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month     0.00%
3 Months  
+33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.240
1M High / 1M Low: 0.320 0.240
6M High / 6M Low: 0.350 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.19%
Volatility 6M:   167.33%
Volatility 1Y:   -
Volatility 3Y:   -