Goldman Sachs Call 140 VIFN 19.06.../  DE000GM6V4Y7  /

EUWAX
1/17/2020  7:41:27 PM Chg.+0.19 Bid9:56:08 PM Ask9:56:08 PM Underlying Strike price Expiration date Option type
4.13EUR +4.82% 4.15
Bid Size: 1,100
4.22
Ask Size: 1,100
VIFOR N 140.00 CHF 6/19/2020 Call

Master data

WKN: GM6V4Y
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 6/19/2020
Issue date: 10/8/2018
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 1.70
Historic volatility: 0.27
Parity: -0.78
Time value: 4.22
Break-even: 172.63
Moneyness: 0.94
Premium: 0.41
Premium p.a.: 1.26
Spread abs.: 0.07
Spread %: 1.66%
Delta: 0.62
Theta: -0.12
Omega: 1.81
Rho: 0.14
 

Quote data

Open: 4.13
High: 4.13
Low: 4.13
Previous Close: 3.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.56%
1 Month  
+12.53%
3 Months  
+110.71%
YTD  
+15.04%
1 Year  
+297.12%
3 Years     -
5 Years     -
1W High / 1W Low: 4.13 3.78
1M High / 1M Low: 4.13 3.37
6M High / 6M Low: 4.13 1.20
High (YTD): 1/17/2020 4.13
Low (YTD): 1/6/2020 3.37
52W High: 1/17/2020 4.13
52W Low: 5/9/2019 0.69
Avg. price 1W:   3.95
Avg. volume 1W:   0.00
Avg. price 1M:   3.76
Avg. volume 1M:   0.00
Avg. price 6M:   2.49
Avg. volume 6M:   0.00
Avg. price 1Y:   1.74
Avg. volume 1Y:   0.00
Volatility 1M:   61.37%
Volatility 6M:   122.64%
Volatility 1Y:   141.85%
Volatility 3Y:   -