Goldman Sachs Call 70 CTSH 19.07..../  DE000GG6XQE2  /

EUWAX
2024-05-17  11:26:55 AM Chg.+0.090 Bid1:42:16 PM Ask1:42:16 PM Underlying Strike price Expiration date Option type
0.250EUR +56.25% 0.280
Bid Size: 30,000
0.300
Ask Size: 30,000
Cognizant Technology... 70.00 USD 2024-07-19 Call
 

Master data

WKN: GG6XQE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-07-19
Issue date: 2024-04-22
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.99
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.03
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.03
Time value: 0.22
Break-even: 66.90
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.89%
Delta: 0.57
Theta: -0.02
Omega: 14.84
Rho: 0.06
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
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:   -