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

Frankfurt Zert./GS
1/27/2020  5:19:27 PM Chg.-0.310 Bid1/27/2020 Ask1/27/2020 Underlying Strike price Expiration date Option type
3.600EUR -7.93% -
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: 3.13
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 2.46
Historic volatility: 0.28
Parity: -0.81
Time value: 3.92
Break-even: 169.94
Moneyness: 0.94
Premium: 0.39
Premium p.a.: 8.45
Spread abs.: 0.07
Spread %: 1.79%
Delta: 0.63
Theta: -0.36
Omega: 1.97
Rho: 0.06
 

Quote data

Open: 3.670
High: 3.670
Low: 3.560
Previous Close: 3.910
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -2.97%
3 Months  
+108.09%
YTD  
+1.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.240 3.910
1M High / 1M Low: 4.240 3.390
6M High / 6M Low: 4.240 0.990
High (YTD): 1/22/2020 4.240
Low (YTD): 1/6/2020 3.390
52W High: - -
52W Low: - -
Avg. price 1W:   4.074
Avg. volume 1W:   0.000
Avg. price 1M:   3.836
Avg. volume 1M:   0.000
Avg. price 6M:   2.459
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.34%
Volatility 6M:   144.73%
Volatility 1Y:   -
Volatility 3Y:   -