Goldman Sachs Call 6 CHK/  DE000GM5CBV6  /

EUWAX
7/18/2019  11:00:49 AM Chg.- Bid9:56:10 PM Ask9:56:10 PM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 11,000
0.021
Ask Size: 11,000
Chesapeake Energy Co... 6.00 USD 7/19/2019 Call

Master data

WKN: GM5CBV
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: Chesapeake Energy Corp
Type: Warrant
Option type: Call
Strike price: 6.00 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: 72.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 12.80
Historic volatility: 0.59
Parity: -3.83
Time value: 0.02
Break-even: 5.37
Moneyness: 0.28
Premium: 2.54
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.24%
Delta: 0.06
Theta: -0.06
Omega: 4.37
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -90.91%
YTD
  -98.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.004 0.001
6M High / 6M Low: 0.034 0.001
High (YTD): 1/9/2019 0.068
Low (YTD): 7/18/2019 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.012
Avg. volume 6M:   1,504.656
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   752.20%
Volatility 6M:   867.24%
Volatility 1Y:   -
Volatility 3Y:   -