Goldman Sachs Call 160 VIFN 19.06.../  DE000GM6V531  /

EUWAX
1/22/2020  4:02:29 PM Chg.- Bid9:46:38 AM Ask9:46:38 AM Underlying Strike price Expiration date Option type
2.57EUR - 2.38
Bid Size: 11,000
2.40
Ask Size: 11,000
VIFOR N 160.00 CHF 6/19/2020 Call

Master data

WKN: GM6V53
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 160.00 CHF
Maturity: 6/19/2020
Issue date: 10/8/2018
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.35
Historic volatility: 0.27
Parity: -2.64
Time value: 2.62
Break-even: 175.21
Moneyness: 0.82
Premium: 0.43
Premium p.a.: 1.41
Spread abs.: 0.07
Spread %: 2.67%
Delta: 0.49
Theta: -0.10
Omega: 2.31
Rho: 0.14
 

Quote data

Open: 2.57
High: 2.57
Low: 2.57
Previous Close: 2.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.26%
1 Month  
+20.66%
3 Months  
+198.84%
YTD  
+26.60%
1 Year  
+375.93%
3 Years     -
5 Years     -
1W High / 1W Low: 2.57 2.31
1M High / 1M Low: 2.57 1.85
6M High / 6M Low: 2.57 0.55
High (YTD): 1/22/2020 2.57
Low (YTD): 1/6/2020 1.85
52W High: 1/22/2020 2.57
52W Low: 5/9/2019 0.30
Avg. price 1W:   2.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.23
Avg. volume 1M:   411.76
Avg. price 6M:   1.37
Avg. volume 6M:   117.12
Avg. price 1Y:   0.94
Avg. volume 1Y:   55.32
Volatility 1M:   93.11%
Volatility 6M:   165.48%
Volatility 1Y:   182.68%
Volatility 3Y:   -