Goldman Sachs Put 4400 UKX 16.09..../  DE000GH5MCU2  /

EUWAX
1/27/2022  9:43:41 AM Chg.-0.020 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.410EUR -4.65% -
Bid Size: -
-
Ask Size: -
FTSE 100 4,400.00 - 9/16/2022 Put
 

Master data

WKN: GH5MCU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,400.00 -
Maturity: 9/16/2022
Issue date: 5/5/2021
Last trading day: 9/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -163.81
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.12
Parity: -30.70
Time value: 0.46
Break-even: 4,354.40
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 0.73
Spread abs.: 0.05
Spread %: 10.96%
Delta: -0.09
Theta: -1.48
Omega: -14.94
Rho: -4.62
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.26%
1 Month
  -4.65%
3 Months
  -12.77%
YTD  
+2.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.310
1M High / 1M Low: 0.480 0.300
6M High / 6M Low: 0.950 0.300
High (YTD): 1/25/2022 0.480
Low (YTD): 1/18/2022 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.71%
Volatility 6M:   121.61%
Volatility 1Y:   -
Volatility 3Y:   -