Goldman Sachs Call 6000 UKX 16.09.../  DE000GH5JAA4  /

Frankfurt Zert./GS
8/19/2022  7:09:35 PM Chg.+0.010 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
18.320EUR +0.05% 18.210
Bid Size: 20,000
18.240
Ask Size: 20,000
FTSE 100 6,000.00 - 9/16/2022 Call
 

Master data

WKN: GH5JAA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Call
Strike price: 6,000.00 -
Maturity: 9/16/2022
Issue date: 5/4/2021
Last trading day: 9/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 14.27
Intrinsic value: 14.46
Implied volatility: 1.05
Historic volatility: 0.16
Parity: 14.46
Time value: 2.43
Break-even: 7,689.00
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 0.18%
Delta: 0.81
Theta: -10.02
Omega: 3.57
Rho: 3.33
 

Quote data

Open: 18.280
High: 18.380
Low: 17.990
Previous Close: 18.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.84%
1 Month  
+29.20%
3 Months  
+2.23%
YTD  
+11.50%
1 Year  
+47.86%
3 Years     -
5 Years     -
1W High / 1W Low: 16.840 15.680
1M High / 1M Low: 16.840 12.000
6M High / 6M Low: 19.560 11.800
High (YTD): 4/8/2022 19.560
Low (YTD): 6/23/2022 11.800
52W High: 4/8/2022 19.560
52W Low: 9/20/2021 10.850
Avg. price 1W:   16.386
Avg. volume 1W:   0.000
Avg. price 1M:   14.545
Avg. volume 1M:   0.000
Avg. price 6M:   16.291
Avg. volume 6M:   0.000
Avg. price 1Y:   15.300
Avg. volume 1Y:   0.000
Volatility 1M:   94.01%
Volatility 6M:   93.31%
Volatility 1Y:   77.09%
Volatility 3Y:   -