Goldman Sachs Put 70 CTSH 17.01.2.../  DE000GG9B352  /

EUWAX
10/9/2024  9:19:50 AM Chg.-0.010 Bid4:00:14 PM Ask4:00:14 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.140
Bid Size: 100,000
0.150
Ask Size: 100,000
Cognizant Technology... 70.00 USD 1/17/2025 Put
 

Master data

WKN: GG9B35
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 1/17/2025
Issue date: 6/10/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.35
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.56
Time value: 0.16
Break-even: 62.18
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.24
Theta: -0.01
Omega: -10.52
Rho: -0.05
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.67%
3 Months
  -70.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.180 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -