Goldman Sachs Call 80 CTSH 17.01..../  DE000GG6VLZ2  /

EUWAX
2024-05-31  11:19:41 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -
-
Ask Size: -
Cognizant Technology... 80.00 USD 2025-01-17 Call
 

Master data

WKN: GG6VLZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-19
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.18
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -1.28
Time value: 0.16
Break-even: 75.38
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 13.89%
Delta: 0.24
Theta: -0.01
Omega: 9.01
Rho: 0.08
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.11%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.270 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -