Goldman Sachs Call 100 CTSH 16.01.../  DE000GG68B61  /

EUWAX
2024-06-06  9:02:51 AM Chg.-0.010 Bid5:27:14 PM Ask5:27:14 PM Underlying Strike price Expiration date Option type
0.160EUR -5.88% 0.170
Bid Size: 50,000
0.180
Ask Size: 50,000
Cognizant Technology... 100.00 USD 2026-01-16 Call
 

Master data

WKN: GG68B6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-17
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.47
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -3.17
Time value: 0.18
Break-even: 93.76
Moneyness: 0.66
Premium: 0.56
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.19
Theta: -0.01
Omega: 6.22
Rho: 0.15
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.260 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -