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

EUWAX
12/11/2019  10:49:48 AM Chg.- Bid11:39:54 AM Ask11:39:54 AM Underlying Strike price Expiration date Option type
1.69EUR - 1.64
Bid Size: 11,000
1.66
Ask Size: 11,000
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: 7.13
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 1.18
Historic volatility: 0.31
Parity: -2.36
Time value: 1.72
Break-even: 163.46
Moneyness: 0.84
Premium: 0.33
Premium p.a.: 1.88
Spread abs.: 0.07
Spread %: 4.07%
Delta: 0.43
Theta: -0.11
Omega: 3.06
Rho: 0.10
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.52%
1 Month  
+106.10%
3 Months  
+55.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.82 1.67
1M High / 1M Low: 2.00 0.80
6M High / 6M Low: 2.00 0.36
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   0.87
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.08%
Volatility 6M:   211.25%
Volatility 1Y:   -
Volatility 3Y:   -