Goldman Sachs Put 160 VIFN 20.12..../  DE000GM15GS4  /

EUWAX
12/9/2019  3:49:23 PM Chg.-0.002 Bid5:19:40 PM Ask5:19:40 PM Underlying Strike price Expiration date Option type
0.027EUR -6.90% 0.030
Bid Size: 11,000
0.060
Ask Size: 11,000
VIFOR N 160.00 CHF 12/20/2019 Put

Master data

WKN: GM15GS
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: VIFOR N
Type: Warrant
Option type: Put
Strike price: 160.00 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: -95.08
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 2.35
Implied volatility: -
Historic volatility: 0.31
Parity: 2.35
Time value: -2.22
Break-even: 144.84
Moneyness: 1.19
Premium: -0.18
Premium p.a.: -1.00
Spread abs.: 0.10
Spread %: 77.52%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month
  -94.38%
3 Months
  -96.93%
YTD
  -99.48%
1 Year
  -99.30%
3 Years     -
5 Years     -
1W High / 1W Low: 0.049 0.029
1M High / 1M Low: 0.530 0.029
6M High / 6M Low: 2.380 0.029
High (YTD): 1/4/2019 5.260
Low (YTD): 12/6/2019 0.029
52W High: 1/4/2019 5.260
52W Low: 12/6/2019 0.029
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   1.112
Avg. volume 6M:   0.000
Avg. price 1Y:   2.229
Avg. volume 1Y:   0.000
Volatility 1M:   360.88%
Volatility 6M:   220.73%
Volatility 1Y:   166.18%
Volatility 3Y:   -