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

EUWAX
12/12/2019  4:11:49 PM Chg.+0.006 Bid5:30:04 PM Ask5:30:04 PM Underlying Strike price Expiration date Option type
0.023EUR +35.29% 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: -102.21
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.31
Parity: -3.12
Time value: 0.12
Break-even: 90.21
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 1.38
Spread abs.: 0.10
Spread %: 83.33%
Delta: -0.12
Theta: -0.04
Omega: -12.15
Rho: -0.04
 

Quote data

Open: 0.017
High: 0.023
Low: 0.017
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month
  -34.29%
3 Months
  -58.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.018 0.017
1M High / 1M Low: 0.035 0.015
6M High / 6M Low: 0.170 0.015
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.04%
Volatility 6M:   179.34%
Volatility 1Y:   -
Volatility 3Y:   -