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

Frankfurt Zert./GS
12/13/2019  6:57:49 PM Chg.+0.100 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
1.360EUR +7.94% 1.340
Bid Size: 3,000
1.440
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: 8.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 3.29
Historic volatility: 0.31
Parity: -2.33
Time value: 1.39
Break-even: 159.86
Moneyness: 0.84
Premium: 0.30
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 7.19%
Delta: 0.43
Theta: -1.52
Omega: 3.80
Rho: 0.01
 

Quote data

Open: 1.270
High: 1.360
Low: 1.240
Previous Close: 1.260
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -9.33%
1 Month  
+444.00%
3 Months  
+109.23%
YTD  
+837.93%
1 Year  
+300.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.490 1.260
1M High / 1M Low: 1.670 0.250
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:   1.378
Avg. volume 1W:   0.000
Avg. price 1M:   1.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.563
Avg. volume 6M:   18.898
Avg. price 1Y:   0.442
Avg. volume 1Y:   11.290
Volatility 1M:   686.05%
Volatility 6M:   394.02%
Volatility 1Y:   330.00%
Volatility 3Y:   -