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

EUWAX
12/13/2019  12:30:27 PM Chg.-0.09 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
3.06EUR -2.86% 3.15
Bid Size: 1,100
3.35
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: 3.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 5.81
Historic volatility: 0.31
Parity: -0.53
Time value: 3.35
Break-even: 161.45
Moneyness: 0.96
Premium: 0.32
Premium p.a.: 0.00
Spread abs.: 0.20
Spread %: 5.97%
Delta: 0.62
Theta: -2.85
Omega: 2.27
Rho: 0.01
 

Quote data

Open: 3.07
High: 3.07
Low: 3.06
Previous Close: 3.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.66%
1 Month  
+81.07%
3 Months  
+64.52%
YTD  
+856.25%
1 Year  
+343.48%
3 Years     -
5 Years     -
1W High / 1W Low: 3.35 3.06
1M High / 1M Low: 3.48 1.77
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:   3.19
Avg. volume 1W:   0.00
Avg. price 1M:   2.85
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   1.21
Avg. volume 1Y:   51.06
Volatility 1M:   193.48%
Volatility 6M:   179.28%
Volatility 1Y:   183.98%
Volatility 3Y:   -