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

Frankfurt Zert./GS
12/10/2019  6:52:58 PM Chg.-0.080 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
3.240EUR -2.41% 3.230
Bid Size: 1,000
3.380
Ask Size: 1,000
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: 3.57
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 4.65
Historic volatility: 0.31
Parity: -0.54
Time value: 3.44
Break-even: 162.49
Moneyness: 0.96
Premium: 0.32
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 4.36%
Delta: 0.62
Theta: -1.74
Omega: 2.22
Rho: 0.01
 

Quote data

Open: 3.390
High: 3.390
Low: 3.140
Previous Close: 3.320
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+75.14%
3 Months  
+82.02%
YTD  
+881.82%
1 Year  
+398.46%
3 Years     -
5 Years     -
1W High / 1W Low: 3.320 3.240
1M High / 1M Low: 3.460 1.510
6M High / 6M Low: 3.460 0.610
High (YTD): 11/29/2019 3.460
Low (YTD): 1/3/2019 0.270
52W High: 11/29/2019 3.460
52W Low: 1/3/2019 0.270
Avg. price 1W:   3.286
Avg. volume 1W:   0.000
Avg. price 1M:   2.519
Avg. volume 1M:   0.000
Avg. price 6M:   1.625
Avg. volume 6M:   0.000
Avg. price 1Y:   1.185
Avg. volume 1Y:   12.097
Volatility 1M:   214.33%
Volatility 6M:   197.26%
Volatility 1Y:   206.86%
Volatility 3Y:   -