Goldman Sachs Put 4000 UKX 16.06..../  DE000GH9JAQ2  /

Frankfurt Zert./GS
1/24/2022  7:24:57 PM Chg.+0.180 Bid9:57:20 PM Ask9:57:20 PM Underlying Strike price Expiration date Option type
0.940EUR +23.68% 0.870
Bid Size: 5,000
0.900
Ask Size: 5,000
FTSE 100 4,000.00 - 6/16/2023 Put
 

Master data

WKN: GH9JAQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,000.00 -
Maturity: 6/16/2023
Issue date: 8/2/2021
Last trading day: 6/15/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -92.52
Leverage: Yes

Calculated values

Fair value: 13.01
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -34.94
Time value: 0.81
Break-even: 3,919.00
Moneyness: 0.53
Premium: 0.48
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 3.70%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.760
High: 0.960
Low: 0.760
Previous Close: 0.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.42%
1 Month  
+13.25%
3 Months  
+8.05%
YTD  
+25.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.660
1M High / 1M Low: 0.830 0.660
6M High / 6M Low: - -
High (YTD): 1/10/2022 0.770
Low (YTD): 1/17/2022 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.726
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -