Goldman Sachs Call 4 CHK 19.07.20.../  DE000GM5CBQ6  /

EUWAX
7/16/2019  4:28:44 PM Chg.- Bid8:37:47 PM Ask8:37:47 PM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 33,000
0.021
Ask Size: 33,000
Chesapeake Energy Co... 4.00 USD 7/19/2019 Call

Master data

WKN: GM5CBQ
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: Chesapeake Energy Corp
Type: Warrant
Option type: Call
Strike price: 4.00 USD
Maturity: 7/19/2019
Issue date: 8/13/2018
Last trading day: 7/18/2019
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 75.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 6.53
Historic volatility: 0.59
Parity: -1.99
Time value: 0.02
Break-even: 3.59
Moneyness: 0.44
Premium: 1.27
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.24%
Delta: 0.07
Theta: -0.03
Omega: 5.53
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -50.00%
3 Months
  -98.89%
YTD
  -99.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.007 0.001
6M High / 6M Low: 0.200 0.001
High (YTD): 1/16/2019 0.210
Low (YTD): 7/16/2019 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   1,402.992
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,268.75%
Volatility 6M:   961.65%
Volatility 1Y:   -
Volatility 3Y:   -