Goldman Sachs Call 8 CHK 19.07.20.../  DE000GM5CBX2  /

EUWAX
7/2/2019  4:09:40 PM Chg.- Bid9:08:07 AM Ask9:08:07 AM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 11,000
0.021
Ask Size: 11,000
Chesapeake Energy Co... 8.00 USD 7/19/2019 Call

Master data

WKN: GM5CBX
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: Chesapeake Energy Corp
Type: Warrant
Option type: Call
Strike price: 8.00 USD
Maturity: 7/19/2019
Issue date: 8/13/2018
Last trading day: 7/3/2019
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: 6.86
Historic volatility: 0.58
Parity: -5.39
Time value: 0.02
Break-even: 7.12
Moneyness: 0.24
Premium: 3.16
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.24%
Delta: 0.05
Theta: -0.02
Omega: 4.23
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -80.00%
3 Months
  -66.67%
YTD
  -96.88%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.004 0.001
6M High / 6M Low: 0.025 0.001
High (YTD): 1/3/2019 0.038
Low (YTD): 7/2/2019 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,590.99%
Volatility 6M:   2,303.35%
Volatility 1Y:   -
Volatility 3Y:   -