Goldman Sachs Put 4000 UKX 21.07..../  DE000GH9JBC0  /

Frankfurt Zert./GS
5/20/2022  7:22:52 PM Chg.-0.020 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
0.700EUR -2.78% 0.660
Bid Size: 5,000
0.690
Ask Size: 5,000
FTSE 100 4,000.00 - 7/21/2023 Put
 

Master data

WKN: GH9JBC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,000.00 -
Maturity: 7/21/2023
Issue date: 8/2/2021
Last trading day: 7/20/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -107.10
Leverage: Yes

Calculated values

Fair value: 5.47
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.15
Parity: -33.90
Time value: 0.69
Break-even: 3,931.00
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 4.35%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.690
High: 0.700
Low: 0.630
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+16.67%
3 Months
  -11.39%
YTD
  -16.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.610
1M High / 1M Low: 0.900 0.600
6M High / 6M Low: 1.320 0.560
High (YTD): 3/7/2022 1.320
Low (YTD): 4/21/2022 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.706
Avg. volume 1M:   0.000
Avg. price 6M:   0.809
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.83%
Volatility 6M:   135.40%
Volatility 1Y:   -
Volatility 3Y:   -