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

EUWAX
12/4/2019  12:02:59 PM Chg.- Bid5:30:03 PM Ask5:30:03 PM Underlying Strike price Expiration date Option type
0.013EUR - 0.010
Bid Size: 11,000
0.310
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: -39.31
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.52
Implied volatility: -
Historic volatility: 0.31
Parity: 0.52
Time value: -0.21
Break-even: 124.70
Moneyness: 1.04
Premium: -0.02
Premium p.a.: -0.34
Spread abs.: 0.30
Spread %: 96.15%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -85.56%
3 Months
  -95.36%
YTD
  -99.63%
1 Year
  -99.46%
3 Years     -
5 Years     -
1W High / 1W Low: 0.014 0.010
1M High / 1M Low: 0.090 0.010
6M High / 6M Low: 1.040 0.010
High (YTD): 1/4/2019 3.640
Low (YTD): 12/2/2019 0.010
52W High: 1/4/2019 3.640
52W Low: 12/2/2019 0.010
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   1.188
Avg. volume 1Y:   0.000
Volatility 1M:   323.02%
Volatility 6M:   245.56%
Volatility 1Y:   190.67%
Volatility 3Y:   -