Goldman Sachs Call 60 CTSH 20.06..../  DE000GG6XPP0  /

EUWAX
2024-05-17  11:26:54 AM Chg.+0.13 Bid4:11:02 PM Ask4:11:02 PM Underlying Strike price Expiration date Option type
1.42EUR +10.08% 1.30
Bid Size: 50,000
1.31
Ask Size: 50,000
Cognizant Technology... 60.00 USD 2025-06-20 Call
 

Master data

WKN: GG6XPP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-22
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.26
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.95
Implied volatility: 0.33
Historic volatility: 0.18
Parity: 0.95
Time value: 0.57
Break-even: 70.41
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.15
Spread %: 10.95%
Delta: 0.78
Theta: -0.01
Omega: 3.30
Rho: 0.38
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.37%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.17
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -