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

EUWAX
12/13/2019  12:30:24 PM Chg.-0.018 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.052EUR -25.71% 0.050
Bid Size: 11,000
0.150
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: 76.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.70
Historic volatility: 0.31
Parity: -4.16
Time value: 0.16
Break-even: 165.81
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 62.50%
Delta: 0.12
Theta: -0.40
Omega: 9.46
Rho: 0.00
 

Quote data

Open: 0.054
High: 0.054
Low: 0.052
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.33%
1 Month  
+52.94%
3 Months
  -67.50%
YTD
  -25.71%
1 Year
  -67.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.052
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:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   0.127
Avg. volume 1Y:   0.000
Volatility 1M:   1,504.72%
Volatility 6M:   664.05%
Volatility 1Y:   502.26%
Volatility 3Y:   -