Goldman Sachs Call 65 CTSH 19.07..../  DE000GG7A853  /

EUWAX
2024-05-06  10:07:41 AM Chg.-0.010 Bid6:31:10 PM Ask6:31:10 PM Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.300
Bid Size: 100,000
0.310
Ask Size: 100,000
Cognizant Technology... 65.00 USD 2024-07-19 Call
 

Master data

WKN: GG7A85
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Cognizant Technology Solutions Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-07-19
Issue date: 2024-04-23
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.86
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.12
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.12
Time value: 0.19
Break-even: 63.52
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.31%
Delta: 0.63
Theta: -0.02
Omega: 12.60
Rho: 0.07
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.11%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.320
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
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:   -