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

Frankfurt Zert./GS
1/27/2020  6:58:34 PM Chg.-0.150 Bid9:50:04 PM Ask9:50:04 PM Underlying Strike price Expiration date Option type
0.570EUR -20.83% 0.550
Bid Size: 3,000
0.600
Ask Size: 3,000
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: 16.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.19
Historic volatility: 0.28
Parity: -4.54
Time value: 0.74
Break-even: 175.49
Moneyness: 0.73
Premium: 0.43
Premium p.a.: 10.79
Spread abs.: 0.05
Spread %: 6.76%
Delta: 0.27
Theta: -0.14
Omega: 4.47
Rho: 0.04
 

Quote data

Open: 0.610
High: 0.610
Low: 0.550
Previous Close: 0.720
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -32.14%
1 Month
  -25.00%
3 Months  
+119.23%
YTD
  -16.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.720
1M High / 1M Low: 0.940 0.580
6M High / 6M Low: 0.940 0.140
High (YTD): 1/22/2020 0.940
Low (YTD): 1/6/2020 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   0.763
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.25%
Volatility 6M:   309.52%
Volatility 1Y:   -
Volatility 3Y:   -