Goldman Sachs Put 140 VIFN 20.03..../  DE000GA6DUB8  /

EUWAX
12/6/2019  4:32:26 PM Chg.-0.020 Bid7:05:59 PM Ask7:05:59 PM Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.100
Bid Size: 11,000
0.170
Ask Size: 11,000
VIFOR N 140.00 CHF 3/20/2020 Put

Master data

WKN: GA6DUB
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Put
Strike price: 140.00 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: -39.95
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 0.52
Implied volatility: -
Historic volatility: 0.31
Parity: 0.52
Time value: -0.21
Break-even: 124.80
Moneyness: 1.04
Premium: -0.02
Premium p.a.: -0.06
Spread abs.: 0.20
Spread %: 65.15%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -71.43%
3 Months
  -79.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.390 0.100
6M High / 6M Low: 1.290 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.29%
Volatility 6M:   165.39%
Volatility 1Y:   -
Volatility 3Y:   -