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Goldman Sachs Put 45 CSCO 17.01.2.../  DE000GQ9AU11  /

EUWAX
7/29/2024  9:35:11 AM Chg.-0.020 Bid6:24:33 PM Ask6:24:33 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 Cisco Systems Inc 45.00 USD 1/17/2025 Put
 

Master data

WKN: GQ9AU1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 1/17/2025
Issue date: 11/21/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.10
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.27
Time value: 0.17
Break-even: 39.77
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.05%
Delta: -0.30
Theta: -0.01
Omega: -7.83
Rho: -0.07
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -11.11%
3 Months
  -23.81%
YTD
  -23.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.220 0.140
6M High / 6M Low: 0.290 0.100
High (YTD): 2/15/2024 0.290
Low (YTD): 5/16/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.01%
Volatility 6M:   162.91%
Volatility 1Y:   -
Volatility 3Y:   -