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

EUWAX
1/27/2022  10:39:59 AM Chg.-0.040 Bid1:12:23 PM Ask1:12:23 PM Underlying Strike price Expiration date Option type
0.840EUR -4.55% 0.840
Bid Size: 20,000
0.870
Ask Size: 20,000
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: -82.09
Leverage: Yes

Calculated values

Fair value: 17.65
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -34.70
Time value: 0.91
Break-even: 3,909.00
Moneyness: 0.54
Premium: 0.48
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 3.30%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month
  -6.67%
3 Months
  -5.62%
YTD
  -1.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.960 0.750
1M High / 1M Low: 0.960 0.730
6M High / 6M Low: - -
High (YTD): 1/25/2022 0.960
Low (YTD): 1/18/2022 0.730
52W High: - -
52W Low: - -
Avg. price 1W:   0.842
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -