Goldman Sachs Put 4000 UKX 19.05..../  DE000GX0QU34  /

Frankfurt Zert./GS
5/19/2022  7:21:52 PM Chg.+0.050 Bid9:20:16 PM Ask9:20:16 PM Underlying Strike price Expiration date Option type
0.600EUR +9.09% 0.590
Bid Size: 10,000
0.620
Ask Size: 10,000
FTSE 100 4,000.00 - 5/19/2023 Put
 

Master data

WKN: GX0QU3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,000.00 -
Maturity: 5/19/2023
Issue date: 8/25/2021
Last trading day: 5/18/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -126.07
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.15
Parity: -34.38
Time value: 0.59
Break-even: 3,941.00
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 5.08%
Delta: -0.17
Theta: -2.19
Omega: -21.48
Rho: -13.25
 

Quote data

Open: 0.560
High: 0.660
Low: 0.560
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.49%
1 Month  
+25.00%
3 Months
  -10.45%
YTD
  -17.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.500
1M High / 1M Low: 0.770 0.460
6M High / 6M Low: 1.200 0.460
High (YTD): 3/7/2022 1.200
Low (YTD): 4/21/2022 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   0.702
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.70%
Volatility 6M:   147.31%
Volatility 1Y:   -
Volatility 3Y:   -