Goldman Sachs Call 180 VIFN 19.06.../  DE000GM6V598  /

EUWAX
1/24/2020  10:33:07 AM Chg.0.00 Bid9:58:14 PM Ask9:58:14 PM Underlying Strike price Expiration date Option type
1.17EUR 0.00% 0.99
Bid Size: 2,200
1.04
Ask Size: 2,200
VIFOR N 180.00 CHF 6/19/2020 Call

Master data

WKN: GM6V59
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 180.00 CHF
Maturity: 6/19/2020
Issue date: 10/8/2018
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.28
Parity: -4.54
Time value: 1.04
Break-even: 178.49
Moneyness: 0.73
Premium: 0.46
Premium p.a.: 1.55
Spread abs.: 0.05
Spread %: 4.81%
Delta: 0.30
Theta: -0.05
Omega: 3.49
Rho: 0.10
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.17
Turnover: 1,404
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.85%
1 Month  
+17.00%
3 Months  
+192.50%
YTD  
+27.17%
1 Year  
+254.55%
3 Years     -
5 Years     -
1W High / 1W Low: 1.24 1.09
1M High / 1M Low: 1.24 0.82
6M High / 6M Low: 1.24 0.24
High (YTD): 1/22/2020 1.24
Low (YTD): 1/6/2020 0.82
52W High: 1/22/2020 1.24
52W Low: 5/9/2019 0.13
Avg. price 1W:   1.17
Avg. volume 1W:   240
Avg. price 1M:   1.06
Avg. volume 1M:   566.67
Avg. price 6M:   0.65
Avg. volume 6M:   91.89
Avg. price 1Y:   0.45
Avg. volume 1Y:   43.59
Volatility 1M:   142.76%
Volatility 6M:   210.40%
Volatility 1Y:   226.37%
Volatility 3Y:   -