Goldman Sachs Call 7 CHK 19.07.20.../  DE000GM5CBW4  /

EUWAX
7/15/2019  4:41:34 PM Chg.0.000 Bid4:41:34 PM Ask4:41:34 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 22,000
0.021
Ask Size: 22,000
Chesapeake Energy Co... 7.00 USD 7/19/2019 Call

Master data

WKN: GM5CBW
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: Chesapeake Energy Corp
Type: Warrant
Option type: Call
Strike price: 7.00 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: 81.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 6.38
Historic volatility: 0.58
Parity: -4.50
Time value: 0.02
Break-even: 6.23
Moneyness: 0.28
Premium: 2.64
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.24%
Delta: 0.05
Theta: -0.02
Omega: 4.44
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -80.00%
3 Months
  -83.33%
YTD
  -97.50%
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: 0.035 0.001
High (YTD): 1/9/2019 0.047
Low (YTD): 7/12/2019 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   1,000
Avg. price 6M:   0.008
Avg. volume 6M:   160
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,222.28%
Volatility 6M:   1,140.14%
Volatility 1Y:   -
Volatility 3Y:   -