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

EUWAX
1/21/2020  10:09:12 AM Chg.+0.002 Bid5:30:04 PM Ask5:30:04 PM Underlying Strike price Expiration date Option type
0.011EUR +22.22% 0.010
Bid Size: 11,000
0.110
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: -112.52
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -2.96
Time value: 0.11
Break-even: 91.99
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 2.98
Spread abs.: 0.10
Spread %: 91.74%
Delta: -0.10
Theta: -0.05
Omega: -11.50
Rho: -0.02
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+37.50%
3 Months
  -73.17%
YTD  
+37.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.008
1M High / 1M Low: 0.016 0.007
6M High / 6M Low: 0.130 0.005
High (YTD): 1/6/2020 0.011
Low (YTD): 1/3/2020 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.90%
Volatility 6M:   258.53%
Volatility 1Y:   -
Volatility 3Y:   -