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

Frankfurt Zert./GS
12/13/2019  6:59:32 PM Chg.0.000 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.008
Bid Size: 10,000
0.208
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: -58.68
Leverage: Yes

Calculated values

Fair value: 0.65
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.: -0.80
Spread abs.: 0.20
Spread %: 95.69%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.011
High: 0.011
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -82.61%
3 Months
  -96.80%
YTD
  -99.77%
1 Year
  -99.70%
3 Years     -
5 Years     -
1W High / 1W Low: 0.011 0.007
1M High / 1M Low: 0.046 0.007
6M High / 6M Low: 1.070 0.007
High (YTD): 1/3/2019 3.770
Low (YTD): 12/11/2019 0.007
52W High: 1/3/2019 3.770
52W Low: 12/11/2019 0.007
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   1.066
Avg. volume 1Y:   0.000
Volatility 1M:   506.39%
Volatility 6M:   280.85%
Volatility 1Y:   215.64%
Volatility 3Y:   -