Goldman Sachs Put 52 CSCO 21.06.2024
/ DE000GG566V3
Goldman Sachs Put 52 CSCO 21.06.2.../ DE000GG566V3 /
| 2024-06-10 10:29:35 AM |
Chg.+0.040 |
Bid7:04:30 PM |
Ask7:04:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+7.41% |
0.600
Bid Size: 100,000 |
0.610
Ask Size: 100,000 |
Cisco Systems Inc |
52.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG566V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.17 |
| Parity: |
0.57 |
| Time value: |
0.02 |
| Break-even: |
42.34 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
-0.88 |
| Theta: |
-0.03 |
| Omega: |
-6.36 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.410 |
| 1M High / 1M Low: |
0.560 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
559.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
