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

Frankfurt Zert./GS
12/9/2019  10:15:01 AM Chg.+0.001 Bid10:56:35 AM Ask10:56:35 AM Underlying Strike price Expiration date Option type
0.010EUR +11.11% 0.009
Bid Size: 10,000
0.059
Ask Size: 10,000
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: -76.66
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.52
Implied volatility: -
Historic volatility: 0.31
Parity: 0.52
Time value: -0.36
Break-even: 126.27
Moneyness: 1.04
Premium: -0.03
Premium p.a.: -0.63
Spread abs.: 0.15
Spread %: 93.75%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.008
High: 0.010
Low: 0.008
Previous Close: 0.009
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -87.01%
3 Months
  -96.15%
YTD
  -99.71%
1 Year
  -99.59%
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.009
1M High / 1M Low: 0.075 0.009
6M High / 6M Low: 1.070 0.009
High (YTD): 1/3/2019 3.770
Low (YTD): 12/6/2019 0.009
52W High: 1/3/2019 3.770
52W Low: 12/6/2019 0.009
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   1.118
Avg. volume 1Y:   0.000
Volatility 1M:   514.80%
Volatility 6M:   277.37%
Volatility 1Y:   213.09%
Volatility 3Y:   -