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

EUWAX
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:   -