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

EUWAX
12/13/2019  12:30:45 PM Chg.+0.001 Bid5:30:05 PM Ask5:30:05 PM Underlying Strike price Expiration date Option type
0.028EUR +3.70% 0.030
Bid Size: 11,000
0.130
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: -98.12
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 2.36
Implied volatility: -
Historic volatility: 0.31
Parity: 2.36
Time value: -2.23
Break-even: 144.97
Moneyness: 1.19
Premium: -0.18
Premium p.a.: -1.00
Spread abs.: 0.10
Spread %: 80.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -93.91%
3 Months
  -96.82%
YTD
  -99.46%
1 Year
  -99.32%
3 Years     -
5 Years     -
1W High / 1W Low: 0.031 0.025
1M High / 1M Low: 0.460 0.025
6M High / 6M Low: 2.380 0.025
High (YTD): 1/4/2019 5.260
Low (YTD): 12/11/2019 0.025
52W High: 1/4/2019 5.260
52W Low: 12/11/2019 0.025
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   1.029
Avg. volume 6M:   0.000
Avg. price 1Y:   2.144
Avg. volume 1Y:   0.000
Volatility 1M:   372.14%
Volatility 6M:   222.13%
Volatility 1Y:   167.86%
Volatility 3Y:   -