Goldman Sachs Call 140 VIFN 20.03.../  DE000GA6DTM7  /

EUWAX
12/16/2019  1:27:52 PM Chg.+0.23 Bid2:02:52 PM Ask2:02:52 PM Underlying Strike price Expiration date Option type
3.36EUR +7.35% 3.38
Bid Size: 11,000
3.41
Ask Size: 11,000
VIFOR N 140.00 CHF 3/20/2020 Call

Master data

WKN: GA6DTM
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 3/20/2020
Issue date: 5/22/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 1.63
Historic volatility: 0.31
Parity: -0.53
Time value: 3.30
Break-even: 160.95
Moneyness: 0.96
Premium: 0.31
Premium p.a.: 1.84
Spread abs.: 0.07
Spread %: 2.12%
Delta: 0.59
Theta: -0.16
Omega: 2.18
Rho: 0.10
 

Quote data

Open: 3.36
High: 3.36
Low: 3.36
Previous Close: 3.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month  
+72.31%
3 Months  
+62.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.43 3.13
1M High / 1M Low: 3.58 2.00
6M High / 6M Low: 3.58 0.89
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.26
Avg. volume 1W:   0.00
Avg. price 1M:   2.98
Avg. volume 1M:   0.00
Avg. price 6M:   1.92
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.23%
Volatility 6M:   149.41%
Volatility 1Y:   -
Volatility 3Y:   -