Goldman Sachs Put 120 VIFN 20.03..../  DE000GA6DU64  /

EUWAX
12/13/2019  12:23:04 PM Chg.-0.011 Bid5:30:05 PM Ask5:30:05 PM Underlying Strike price Expiration date Option type
0.036EUR -23.40% 0.040
Bid Size: 11,000
0.140
Ask Size: 11,000
VIFOR N 120.00 CHF 3/20/2020 Put

Master data

WKN: GA6DU6
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Put
Strike price: 120.00 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: -90.85
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.31
Parity: -1.30
Time value: 0.14
Break-even: 108.32
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.52
Spread abs.: 0.10
Spread %: 74.07%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.034
High: 0.036
Low: 0.034
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month
  -64.00%
3 Months
  -78.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.047 0.036
1M High / 1M Low: 0.100 0.036
6M High / 6M Low: 0.510 0.036
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.20%
Volatility 6M:   178.62%
Volatility 1Y:   -
Volatility 3Y:   -