Goldman Sachs Call 65 CTSH 21.06..../  DE000GG6XRF7  /

EUWAX
2024-05-31  11:26:52 AM Chg.-0.080 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.120EUR -40.00% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 65.00 USD 2024-06-21 Call
 

Master data

WKN: GG6XRF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-06-21
Issue date: 2024-04-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.72
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.11
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.11
Time value: 0.11
Break-even: 62.12
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.63
Theta: -0.04
Omega: 17.54
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.23%
1 Month
  -66.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.120
1M High / 1M Low: 0.540 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   333.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -