Goldman Sachs Put 2 CHK 19.07.201.../  DE000GM9ALN8  /

EUWAX
7/17/2019  10:38:10 AM Chg.+0.040 Bid9:56:17 PM Ask9:56:17 PM Underlying Strike price Expiration date Option type
0.200EUR +25.00% 0.260
Bid Size: 11,000
0.280
Ask Size: 11,000
Chesapeake Energy Co... 2.00 USD 7/19/2019 Put

Master data

WKN: GM9ALN
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: Chesapeake Energy Corp
Type: Warrant
Option type: Put
Strike price: 2.00 USD
Maturity: 7/19/2019
Issue date: 11/22/2018
Last trading day: 7/18/2019
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -9.07
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.21
Implied volatility: -
Historic volatility: 0.59
Parity: 0.21
Time value: -0.03
Break-even: 1.61
Moneyness: 1.13
Premium: -0.02
Premium p.a.: -0.97
Spread abs.: 0.02
Spread %: 11.49%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -28.57%
3 Months  
+488.24%
YTD
  -42.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.280 0.090
6M High / 6M Low: 0.280 0.023
High (YTD): 1/2/2019 0.360
Low (YTD): 4/15/2019 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   369.35%
Volatility 6M:   309.89%
Volatility 1Y:   -
Volatility 3Y:   -