Goldman Sachs Put 60 CSCO 20.09.2.../  DE000GQ8P667  /

EUWAX
2024-07-04  10:40:01 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.23EUR - -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 60.00 USD 2024-09-20 Put
 

Master data

WKN: GQ8P66
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.44
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.23
Implied volatility: 0.46
Historic volatility: 0.17
Parity: 1.23
Time value: 0.02
Break-even: 42.85
Moneyness: 1.29
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.63%
Delta: -0.86
Theta: -0.01
Omega: -2.95
Rho: -0.10
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month
  -4.65%
3 Months  
+12.84%
YTD  
+36.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.19
1M High / 1M Low: 1.38 1.19
6M High / 6M Low: 1.38 0.74
High (YTD): 2024-06-14 1.38
Low (YTD): 2024-05-16 0.74
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   1.07
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.31%
Volatility 6M:   100.18%
Volatility 1Y:   -
Volatility 3Y:   -