Goldman Sachs Call 70 CTSH 20.06..../  DE000GG6VHM8  /

EUWAX
2024-05-31  11:19:18 AM Chg.-0.070 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.560EUR -11.11% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 70.00 USD 2025-06-20 Call
 

Master data

WKN: GG6VHM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-06-20
Issue date: 2024-04-19
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.53
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.35
Time value: 0.64
Break-even: 70.93
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.53
Theta: -0.01
Omega: 5.07
Rho: 0.27
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.33%
1 Month
  -21.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.560
1M High / 1M Low: 0.880 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.722
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -