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

EUWAX
16/05/2024  10:58:20 Chg.+0.050 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.770EUR +6.94% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 70.00 USD 20/06/2025 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: 20/06/2025
Issue date: 19/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.25
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.10
Time value: 0.77
Break-even: 71.96
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.59
Theta: -0.01
Omega: 4.88
Rho: 0.33
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.45%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.670
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
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:   -