Goldman Sachs Put 4 CHK 19.07.201.../  DE000GM5CC48  /

EUWAX
6/5/2019  11:00:30 AM Chg.- Bid10:50:30 AM Ask10:50:30 AM Underlying Strike price Expiration date Option type
1.78EUR - 1.88
Bid Size: 2,200
1.90
Ask Size: 2,200
Chesapeake Energy Co... 4.00 USD 7/19/2019 Put

Master data

WKN: GM5CC4
Issuer: Goldman Sachs & Co
Currency: EUR
Underlying: Chesapeake Energy Corp
Type: Warrant
Option type: Put
Strike price: 4.00 USD
Maturity: 7/19/2019
Issue date: 8/13/2018
Last trading day: 6/7/2019
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -0.90
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.84
Implied volatility: 5.05
Historic volatility: 0.58
Parity: 1.84
Time value: 0.06
Break-even: 1.65
Moneyness: 2.07
Premium: 0.04
Premium p.a.: 26.67
Spread abs.: 0.02
Spread %: 1.05%
Delta: -0.87
Theta: -0.03
Omega: -0.78
Rho: 0.00
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.76
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+119.75%
YTD  
+7.88%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 1.83 0.65
High (YTD): 5/29/2019 1.83
Low (YTD): 4/9/2019 0.65
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.14
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   107.60%
Volatility 1Y:   -
Volatility 3Y:   -