Goldman Sachs Call 65 CTSH 19.07..../  DE000GG7A853  /

EUWAX
2024-05-17  9:07:26 AM Chg.+0.130 Bid7:41:49 PM Ask7:41:49 PM Underlying Strike price Expiration date Option type
0.590EUR +28.26% 0.450
Bid Size: 100,000
0.460
Ask Size: 100,000
Cognizant Technology... 65.00 USD 2024-07-19 Call
 

Master data

WKN: GG7A85
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-07-19
Issue date: 2024-04-23
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.61
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.49
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.49
Time value: 0.12
Break-even: 65.91
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.80
Theta: -0.02
Omega: 8.52
Rho: 0.08
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.79%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.330
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
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:   -