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

Frankfurt Zert./GS
12/6/2019  6:57:29 PM Chg.-0.001 Bid7:14:26 PM Ask7:14:26 PM Underlying Strike price Expiration date Option type
0.139EUR -0.71% 0.140
Bid Size: 10,000
0.210
Ask Size: 10,000
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: 41.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.47
Historic volatility: 0.31
Parity: -4.16
Time value: 0.30
Break-even: 167.16
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 50.85%
Delta: 0.18
Theta: -0.30
Omega: 7.32
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.163
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -44.40%
1 Month  
+189.58%
3 Months
  -26.84%
YTD  
+113.85%
1 Year
  -22.78%
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.130
1M High / 1M Low: 0.260 0.022
6M High / 6M Low: 0.260 0.022
High (YTD): 11/28/2019 0.260
Low (YTD): 11/15/2019 0.022
52W High: 11/28/2019 0.260
52W Low: 11/15/2019 0.022
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
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:   1,621.66%
Volatility 6M:   723.60%
Volatility 1Y:   549.91%
Volatility 3Y:   -