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

EUWAX
12/11/2024  19:18:40 Chg.+0.020 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.320EUR +6.67% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 90.00 USD 20/06/2025 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: 20/06/2025
Issue date: 19/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.41
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.80
Time value: 0.34
Break-even: 87.81
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 3.02%
Delta: 0.37
Theta: -0.01
Omega: 8.36
Rho: 0.15
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.78%
1 Month  
+68.42%
3 Months  
+33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.180
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: 0.350 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.07%
Volatility 6M:   169.05%
Volatility 1Y:   -
Volatility 3Y:   -