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

Frankfurt Zert./GS
1/22/2020  6:52:32 PM Chg.+0.120 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
2.450EUR +5.15% 2.440
Bid Size: 2,000
2.510
Ask Size: 2,000
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: 5.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.81
Historic volatility: 0.27
Parity: -2.64
Time value: 2.36
Break-even: 172.63
Moneyness: 0.82
Premium: 0.41
Premium p.a.: 7.60
Spread abs.: 0.07
Spread %: 2.97%
Delta: 0.50
Theta: -0.26
Omega: 2.58
Rho: 0.06
 

Quote data

Open: 2.360
High: 2.510
Low: 2.300
Previous Close: 2.330
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+7.93%
1 Month  
+31.02%
3 Months  
+231.08%
YTD  
+31.02%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.330 2.150
1M High / 1M Low: 2.330 1.730
6M High / 6M Low: 2.330 0.390
High (YTD): 1/21/2020 2.330
Low (YTD): 1/6/2020 1.730
52W High: - -
52W Low: - -
Avg. price 1W:   2.272
Avg. volume 1W:   0.000
Avg. price 1M:   2.054
Avg. volume 1M:   0.000
Avg. price 6M:   1.165
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.28%
Volatility 6M:   210.37%
Volatility 1Y:   -
Volatility 3Y:   -