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

Frankfurt Zert./GS
12/13/2019  6:49:40 PM Chg.0.000 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.026EUR 0.00% 0.026
Bid Size: 10,000
0.126
Ask Size: 10,000
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: -94.35
Leverage: Yes

Calculated values

Fair value: 2.46
Intrinsic value: 2.33
Implied volatility: -
Historic volatility: 0.31
Parity: 2.33
Time value: -2.20
Break-even: 144.66
Moneyness: 1.19
Premium: -0.18
Premium p.a.: -1.00
Spread abs.: 0.10
Spread %: 76.92%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.032
High: 0.032
Low: 0.026
Previous Close: 0.026
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -94.35%
3 Months
  -97.01%
YTD
  -99.49%
1 Year
  -99.34%
3 Years     -
5 Years     -
1W High / 1W Low: 0.031 0.024
1M High / 1M Low: 0.530 0.024
6M High / 6M Low: 2.460 0.024
High (YTD): 1/3/2019 5.390
Low (YTD): 12/11/2019 0.024
52W High: 1/3/2019 5.390
52W Low: 12/11/2019 0.024
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   1.062
Avg. volume 6M:   0.000
Avg. price 1Y:   2.106
Avg. volume 1Y:   0.000
Volatility 1M:   387.98%
Volatility 6M:   231.46%
Volatility 1Y:   176.07%
Volatility 3Y:   -