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

Frankfurt Zert./GS
12/6/2019  6:54:02 PM Chg.+0.010 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
1.790EUR +0.56% 1.780
Bid Size: 2,000
1.850
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: 6.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 1.21
Historic volatility: 0.31
Parity: -2.35
Time value: 1.85
Break-even: 164.63
Moneyness: 0.84
Premium: 0.34
Premium p.a.: 1.81
Spread abs.: 0.07
Spread %: 3.78%
Delta: 0.44
Theta: -0.11
Omega: 2.92
Rho: 0.10
 

Quote data

Open: 1.820
High: 1.840
Low: 1.770
Previous Close: 1.780
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -9.60%
1 Month  
+88.42%
3 Months  
+79.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.800 1.670
1M High / 1M Low: 1.980 0.750
6M High / 6M Low: 1.980 0.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.758
Avg. volume 1W:   0.000
Avg. price 1M:   1.271
Avg. volume 1M:   0.000
Avg. price 6M:   0.847
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.56%
Volatility 6M:   225.87%
Volatility 1Y:   -
Volatility 3Y:   -