Goldman Sachs Call 160 VIFN 20.03.../  DE000GA6DTS4  /

EUWAX
12/13/2019  12:23:04 PM Chg.-0.09 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
1.57EUR -5.42% 1.64
Bid Size: 2,200
1.71
Ask Size: 2,200
VIFOR N 160.00 CHF 3/20/2020 Call

Master data

WKN: GA6DTS
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 160.00 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: 7.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 1.19
Historic volatility: 0.31
Parity: -2.36
Time value: 1.71
Break-even: 163.32
Moneyness: 0.84
Premium: 0.33
Premium p.a.: 1.94
Spread abs.: 0.07
Spread %: 4.09%
Delta: 0.43
Theta: -0.11
Omega: 3.06
Rho: 0.09
 

Quote data

Open: 1.58
High: 1.58
Low: 1.57
Previous Close: 1.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.74%
1 Month  
+96.25%
3 Months  
+58.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.82 1.57
1M High / 1M Low: 2.00 0.82
6M High / 6M Low: 2.00 0.36
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   0.90
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.33%
Volatility 6M:   211.10%
Volatility 1Y:   -
Volatility 3Y:   -