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

EUWAX
12/11/2019  10:49:47 AM Chg.0.000 Bid5:18:19 PM Ask5:18:19 PM Underlying Strike price Expiration date Option type
0.620EUR 0.00% 0.620
Bid Size: 11,000
0.640
Ask Size: 11,000
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: 17.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.31
Parity: -4.22
Time value: 0.71
Break-even: 171.93
Moneyness: 0.74
Premium: 0.40
Premium p.a.: 2.43
Spread abs.: 0.07
Spread %: 9.86%
Delta: 0.26
Theta: -0.06
Omega: 4.41
Rho: 0.07
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month  
+113.79%
3 Months  
+37.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.690 0.620
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:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.500
Avg. volume 1M:   0.000
Avg. price 6M:   0.336
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   438.73%
Volatility 6M:   282.42%
Volatility 1Y:   -
Volatility 3Y:   -