Goldman Sachs Call 100 CTSH 16.01.../  DE000GG68B61  /

EUWAX
2024-05-15  10:08:39 AM Chg.0.000 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.220
Bid Size: 20,000
0.240
Ask Size: 20,000
Cognizant Technology... 100.00 USD 2026-01-16 Call
 

Master data

WKN: GG68B6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-17
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.48
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -2.98
Time value: 0.27
Break-even: 95.14
Moneyness: 0.68
Premium: 0.52
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 23.04%
Delta: 0.24
Theta: -0.01
Omega: 5.56
Rho: 0.20
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.210
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
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:   -