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

Frankfurt Zert./GS
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:   -