Goldman Sachs Put 100 VIFN 20.03..../  DE000GA6DU07  /

EUWAX
12/13/2019  12:23:04 PM Chg.-0.007 Bid5:30:05 PM Ask5:30:05 PM Underlying Strike price Expiration date Option type
0.016EUR -30.43% 0.020
Bid Size: 11,000
0.120
Ask Size: 11,000
VIFOR N 100.00 CHF 3/20/2020 Put

Master data

WKN: GA6DU0
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Put
Strike price: 100.00 CHF
Maturity: 3/20/2020
Issue date: 5/22/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -105.73
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.31
Parity: -3.14
Time value: 0.12
Break-even: 90.07
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 1.40
Spread abs.: 0.10
Spread %: 86.21%
Delta: -0.12
Theta: -0.04
Omega: -12.29
Rho: -0.04
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -51.52%
3 Months
  -70.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.023 0.016
1M High / 1M Low: 0.034 0.015
6M High / 6M Low: 0.170 0.015
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.36%
Volatility 6M:   190.51%
Volatility 1Y:   -
Volatility 3Y:   -