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

EUWAX
5/25/2022  8:19:39 AM Chg.-0.030 Bid11:32:04 AM Ask11:32:04 AM Underlying Strike price Expiration date Option type
0.490EUR -5.77% 0.480
Bid Size: 30,000
0.510
Ask Size: 30,000
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: -144.21
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.15
Parity: -34.84
Time value: 0.52
Break-even: 3,948.10
Moneyness: 0.53
Premium: 0.47
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 5.78%
Delta: -0.14
Theta: -1.89
Omega: -20.67
Rho: -11.07
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.77%
1 Month
  -10.91%
3 Months
  -37.97%
YTD
  -34.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.520
1M High / 1M Low: 0.760 0.500
6M High / 6M Low: 1.220 0.450
High (YTD): 3/8/2022 1.220
Low (YTD): 4/21/2022 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   0.693
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.01%
Volatility 6M:   127.49%
Volatility 1Y:   -
Volatility 3Y:   -