Goldman Sachs Call 180 VIFN 20.12.../  DE000GM15FM9  /

EUWAX
12/9/2019  3:49:11 PM Chg.-0.010 Bid9:23:17 PM Ask9:23:17 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.120
Bid Size: 11,000
0.190
Ask Size: 11,000
VIFOR N 180.00 CHF 12/20/2019 Call

Master data

WKN: GM15FM
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Call
Strike price: 180.00 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: 59.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.48
Historic volatility: 0.31
Parity: -4.18
Time value: 0.21
Break-even: 166.46
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 33.98%
Delta: 0.14
Theta: -0.30
Omega: 8.50
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month  
+180.00%
3 Months
  -22.22%
YTD  
+100.00%
1 Year
  -26.32%
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.270 0.022
6M High / 6M Low: 0.270 0.022
High (YTD): 11/29/2019 0.270
Low (YTD): 11/18/2019 0.022
52W High: 11/29/2019 0.270
52W Low: 11/18/2019 0.022
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.128
Avg. volume 1Y:   0.000
Volatility 1M:   1,530.63%
Volatility 6M:   665.00%
Volatility 1Y:   500.61%
Volatility 3Y:   -