Goldman Sachs Put 80 CTSH 16.01.2.../  DE000GG990K8  /

EUWAX
17/07/2024  11:04:08 Chg.-0.01 Bid13:45:39 Ask13:45:39 Underlying Strike price Expiration date Option type
1.13EUR -0.88% 1.11
Bid Size: 20,000
1.13
Ask Size: 20,000
Cognizant Technology... 80.00 USD 16/01/2026 Put
 

Master data

WKN: GG990K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 16/01/2026
Issue date: 07/06/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.94
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.57
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.57
Time value: 0.57
Break-even: 61.98
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.79%
Delta: -0.45
Theta: -0.01
Omega: -2.68
Rho: -0.63
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.86%
1 Month
  -30.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 1.14
1M High / 1M Low: 1.62 1.14
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -