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: |
|
- |
