Goldman Sachs Call 6200 UKX 16.12.../  DE000GH80860  /

Frankfurt Zert./GS
7/1/2022  7:15:34 PM Chg.+0.020 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
12.590EUR +0.16% 12.970
Bid Size: 20,000
13.000
Ask Size: 20,000
FTSE 100 6,200.00 - 12/16/2022 Call
 

Master data

WKN: GH8086
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Call
Strike price: 6,200.00 -
Maturity: 12/16/2022
Issue date: 6/29/2021
Last trading day: 12/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 5.51
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 9.69
Implied volatility: 0.80
Historic volatility: 0.16
Parity: 9.69
Time value: 3.31
Break-even: 7,500.00
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.23%
Delta: 0.54
Theta: -1.01
Omega: 3.00
Rho: 11.91
 

Quote data

Open: 12.120
High: 12.600
Low: 12.030
Previous Close: 12.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.56%
1 Month
  -25.33%
3 Months
  -22.43%
YTD
  -14.99%
1 Year  
+15.72%
3 Years     -
5 Years     -
1W High / 1W Low: 13.630 12.570
1M High / 1M Low: 16.860 10.820
6M High / 6M Low: 17.860 10.820
High (YTD): 4/8/2022 17.860
Low (YTD): 6/23/2022 10.820
52W High: 4/8/2022 17.860
52W Low: 7/19/2021 8.440
Avg. price 1W:   13.056
Avg. volume 1W:   0.000
Avg. price 1M:   13.673
Avg. volume 1M:   0.000
Avg. price 6M:   15.316
Avg. volume 6M:   0.000
Avg. price 1Y:   13.504
Avg. volume 1Y:   0.000
Volatility 1M:   110.69%
Volatility 6M:   88.80%
Volatility 1Y:   76.81%
Volatility 3Y:   -