Goldman Sachs Call 140 VIFN 20.12.../  DE000GM15EY7  /

EUWAX
12/11/2019  10:55:11 AM Chg.+0.01 Bid5:59:34 PM Ask5:59:34 PM Underlying Strike price Expiration date Option type
3.20EUR +0.31% 3.17
Bid Size: 1,100
3.32
Ask Size: 1,100
VIFOR N 140.00 CHF 12/20/2019 Call

Master data

WKN: GM15EY
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 12/20/2019
Issue date: 5/3/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 4.82
Historic volatility: 0.31
Parity: -0.56
Time value: 3.38
Break-even: 162.00
Moneyness: 0.96
Premium: 0.32
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 4.44%
Delta: 0.62
Theta: -1.91
Omega: 2.25
Rho: 0.01
 

Quote data

Open: 3.20
High: 3.20
Low: 3.20
Previous Close: 3.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.93%
1 Month  
+92.77%
3 Months  
+58.42%
YTD  
+900.00%
1 Year  
+370.59%
3 Years     -
5 Years     -
1W High / 1W Low: 3.35 3.19
1M High / 1M Low: 3.48 1.66
6M High / 6M Low: 3.48 0.66
High (YTD): 11/29/2019 3.48
Low (YTD): 1/4/2019 0.30
52W High: 11/29/2019 3.48
52W Low: 1/4/2019 0.30
Avg. price 1W:   3.27
Avg. volume 1W:   0.00
Avg. price 1M:   2.56
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   1.18
Avg. volume 1Y:   50.85
Volatility 1M:   181.80%
Volatility 6M:   180.31%
Volatility 1Y:   184.60%
Volatility 3Y:   -