Goldman Sachs Put 140 VIFN 20.12..../  DE000GM15GE4  /

EUWAX
12/16/2019  1:33:06 PM Chg.-0.003 Bid1:33:07 PM Ask1:33:07 PM Underlying Strike price Expiration date Option type
0.006EUR -33.33% 0.006
Bid Size: 11,000
0.076
Ask Size: 11,000
VIFOR N 140.00 CHF 12/20/2019 Put

Master data

WKN: GM15GE
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Put
Strike price: 140.00 CHF
Maturity: 12/20/2019
Issue date: 5/3/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.68
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.53
Implied volatility: -
Historic volatility: 0.31
Parity: 0.53
Time value: -0.32
Break-even: 125.86
Moneyness: 1.04
Premium: -0.03
Premium p.a.: -0.91
Spread abs.: 0.20
Spread %: 95.69%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -86.05%
3 Months
  -97.60%
YTD
  -99.83%
1 Year
  -99.78%
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.007
1M High / 1M Low: 0.046 0.007
6M High / 6M Low: 1.030 0.007
High (YTD): 1/4/2019 3.640
Low (YTD): 12/11/2019 0.007
52W High: 1/4/2019 3.640
52W Low: 12/11/2019 0.007
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.332
Avg. volume 6M:   0.000
Avg. price 1Y:   1.111
Avg. volume 1Y:   0.000
Volatility 1M:   358.68%
Volatility 6M:   255.38%
Volatility 1Y:   196.37%
Volatility 3Y:   -