Goldman Sachs Call 140 VIFN 20.03.2020
/ DE000GA6DTM7
Goldman Sachs Call 140 VIFN 20.03.../ DE000GA6DTM7 /
12/11/2019 6:51:48 PM |
Chg.-0.050 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.260EUR |
-1.51% |
- Bid Size: - |
- Ask Size: - |
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: |
3.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.63 |
Historic volatility: |
0.31 |
Parity: |
-0.56 |
Time value: |
3.37 |
Break-even: |
161.90 |
Moneyness: |
0.96 |
Premium: |
0.32 |
Premium p.a.: |
1.76 |
Spread abs.: |
0.07 |
Spread %: |
2.08% |
Delta: |
0.59 |
Theta: |
-0.16 |
Omega: |
2.15 |
Rho: |
0.11 |
Quote data
Open: |
3.360 |
High: |
3.380 |
Low: |
3.230 |
Previous Close: |
3.310 |
Turnover: |
0.000 |
Market phase: |
COA RC |
All quotes in EUR
Performance
1 Week |
|
|
-3.26% |
1 Month |
|
|
+79.12% |
3 Months |
|
|
+46.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.380 |
3.260 |
1M High / 1M Low: |
3.560 |
1.820 |
6M High / 6M Low: |
3.560 |
0.840 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.875 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.48% |
Volatility 6M: |
|
157.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |