Goldman Sachs Call 180 VIFN 20.03.../  DE000GA6DTT2  /

EUWAX
12/9/2019  3:38:58 PM Chg.+0.010 Bid8:58:38 PM Ask8:58:38 PM Underlying Strike price Expiration date Option type
0.690EUR +1.47% 0.670
Bid Size: 5,500
0.740
Ask Size: 5,500
VIFOR N 180.00 CHF 3/20/2020 Call

Master data

WKN: GA6DTT
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 180.00 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: 16.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.31
Parity: -4.18
Time value: 0.74
Break-even: 171.80
Moneyness: 0.75
Premium: 0.40
Premium p.a.: 2.34
Spread abs.: 0.07
Spread %: 9.46%
Delta: 0.26
Theta: -0.06
Omega: 4.32
Rho: 0.07
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month  
+102.94%
3 Months  
+72.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.810 0.630
1M High / 1M Low: 0.850 0.260
6M High / 6M Low: 0.850 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.482
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   457.56%
Volatility 6M:   284.10%
Volatility 1Y:   -
Volatility 3Y:   -