Goldman Sachs Put 60 CSCO 20.09.2024
/ DE000GQ8P667
Goldman Sachs Put 60 CSCO 20.09.2.../ DE000GQ8P667 /
| 26/07/2024 10:50:29 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
60.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.17 |
| Parity: |
1.12 |
| Time value: |
0.02 |
| Break-even: |
43.87 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
-0.86 |
| Theta: |
-0.01 |
| Omega: |
-3.33 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.69% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+1.75% |
| YTD |
|
|
+28.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.16 |
| 1M High / 1M Low: |
1.32 |
1.08 |
| 6M High / 6M Low: |
1.38 |
0.74 |
| High (YTD): |
14/06/2024 |
1.38 |
| Low (YTD): |
16/05/2024 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.85% |
| Volatility 6M: |
|
100.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
