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

EUWAX
5/16/2022  10:41:14 AM Chg.-0.060 Bid5:24:28 PM Ask5:24:28 PM Underlying Strike price Expiration date Option type
0.700EUR -7.89% 0.680
Bid Size: 20,000
0.710
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: -101.62
Leverage: Yes

Calculated values

Fair value: 5.86
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.15
Parity: -34.18
Time value: 0.73
Break-even: 3,927.00
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 4.11%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.89%
1 Month  
+16.67%
3 Months  
+4.48%
YTD
  -17.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.760
1M High / 1M Low: 0.870 0.550
6M High / 6M Low: 1.380 0.550
High (YTD): 3/7/2022 1.380
Low (YTD): 4/21/2022 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   0.820
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.83%
Volatility 6M:   115.31%
Volatility 1Y:   -
Volatility 3Y:   -