Goldman Sachs Call 160 VIFN 20.12.../  DE000GM15FA4  /

EUWAX
12/6/2019  4:53:05 PM Chg.- Bid11:48:54 AM Ask11:48:54 AM Underlying Strike price Expiration date Option type
1.52EUR - 1.51
Bid Size: 11,000
1.54
Ask Size: 11,000
VIFOR N 160.00 CHF 12/20/2019 Call

Master data

WKN: GM15FA
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 160.00 CHF
Maturity: 12/20/2019
Issue date: 5/3/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.89
Historic volatility: 0.31
Parity: -2.35
Time value: 1.59
Break-even: 162.03
Moneyness: 0.84
Premium: 0.32
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 6.29%
Delta: 0.45
Theta: -1.06
Omega: 3.47
Rho: 0.01
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.17%
1 Month  
+322.22%
3 Months  
+130.30%
YTD  
+913.33%
1 Year  
+289.74%
3 Years     -
5 Years     -
1W High / 1W Low: 1.62 1.36
1M High / 1M Low: 1.68 0.27
6M High / 6M Low: 1.68 0.22
High (YTD): 11/29/2019 1.68
Low (YTD): 1/4/2019 0.13
52W High: 11/29/2019 1.68
52W Low: 1/4/2019 0.13
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   0.85
Avg. volume 1M:   352.94
Avg. price 6M:   0.53
Avg. volume 6M:   79.65
Avg. price 1Y:   0.42
Avg. volume 1Y:   38.30
Volatility 1M:   648.71%
Volatility 6M:   357.76%
Volatility 1Y:   294.59%
Volatility 3Y:   -