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

EUWAX
2024-06-03  10:54:59 AM Chg.+0.032 Bid10:58:58 AM Ask10:58:58 AM Underlying Strike price Expiration date Option type
0.077EUR +71.11% 0.076
Bid Size: 30,000
0.096
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: 76.19
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.35
Time value: 0.08
Break-even: 65.30
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 9.59%
Delta: 0.27
Theta: -0.02
Omega: 20.91
Rho: 0.02
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -30.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.045
1M High / 1M Low: 0.250 0.045
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   409.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -