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

Frankfurt Zert./GS
12/9/2019  6:51:37 PM Chg.-0.010 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
1.490EUR -0.67% 1.480
Bid Size: 3,000
1.580
Ask Size: 3,000
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: 1.430
High: 1.570
Low: 1.410
Previous Close: 1.500
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+12.88%
1 Month  
+302.70%
3 Months  
+144.26%
YTD  
+927.59%
1 Year  
+272.50%
3 Years     -
5 Years     -
1W High / 1W Low: 1.500 1.320
1M High / 1M Low: 1.670 0.220
6M High / 6M Low: 1.670 0.190
High (YTD): 11/29/2019 1.670
Low (YTD): 1/3/2019 0.118
52W High: 11/29/2019 1.670
52W Low: 1/3/2019 0.118
Avg. price 1W:   1.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.856
Avg. volume 1M:   0.000
Avg. price 6M:   0.526
Avg. volume 6M:   19.200
Avg. price 1Y:   0.422
Avg. volume 1Y:   11.336
Volatility 1M:   736.99%
Volatility 6M:   397.27%
Volatility 1Y:   331.18%
Volatility 3Y:   -