Goldman Sachs Put 100 VIFN 19.06..../  DE000GM6V5P2  /

EUWAX
1/24/2020  4:49:14 PM Chg.+0.004 Bid5:30:06 PM Ask5:30:06 PM Underlying Strike price Expiration date Option type
0.022EUR +22.22% 0.020
Bid Size: 2,200
0.120
Ask Size: 2,200
VIFOR N 100.00 CHF 6/19/2020 Put

Master data

WKN: GM6V5P
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Put
Strike price: 100.00 CHF
Maturity: 6/19/2020
Issue date: 10/8/2018
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -101.36
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.28
Parity: -2.93
Time value: 0.12
Break-even: 92.12
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.74
Spread abs.: 0.10
Spread %: 82.64%
Delta: -0.18
Theta: -0.04
Omega: -18.04
Rho: -0.09
 

Quote data

Open: 0.019
High: 0.022
Low: 0.019
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+10.00%
3 Months
  -80.00%
YTD  
+46.67%
1 Year
  -97.22%
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.015
1M High / 1M Low: 0.026 0.015
6M High / 6M Low: 0.220 0.015
High (YTD): 1/7/2020 0.023
Low (YTD): 1/20/2020 0.015
52W High: 2/4/2019 0.820
52W Low: 1/20/2020 0.015
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   296.92%
Volatility 6M:   195.42%
Volatility 1Y:   181.07%
Volatility 3Y:   -