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Goldman Sachs Put 50 CSCO 20.09.2.../  DE000GQ8BUC8  /

EUWAX
2024-09-06  10:07:32 AM Chg.+0.020 Bid6:32:30 PM Ask6:32:30 PM Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.160
Bid Size: 150,000		 0.170
Ask Size: 150,000		 Cisco Systems Inc 50.00 USD 2024-09-20 Put
 

Master data

WKN: GQ8BUC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-02
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.57
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.08
Implied volatility: 0.19
Historic volatility: 0.18
Parity: 0.08
Time value: 0.03
Break-even: 43.91
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 23.86%
Delta: -0.66
Theta: -0.02
Omega: -26.77
Rho: -0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+160.87%
1 Month
  -75.51%
3 Months
  -70.73%
YTD
  -60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.039
1M High / 1M Low: 0.490 0.037
6M High / 6M Low: 0.490 0.037
High (YTD): 2024-08-06 0.490
Low (YTD): 2024-08-28 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   320
Avg. price 1M:   0.189
Avg. volume 1M:   69.565
Avg. price 6M:   0.302
Avg. volume 6M:   12.500
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   505.10%
Volatility 6M:   290.30%
Volatility 1Y:   -
Volatility 3Y:   -