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

EUWAX
1/21/2022  9:24:18 AM Chg.+0.050 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.360EUR +16.13% -
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: -216.10
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.12
Parity: -31.85
Time value: 0.35
Break-even: 4,364.90
Moneyness: 0.58
Premium: 0.42
Premium p.a.: 0.72
Spread abs.: 0.03
Spread %: 8.55%
Delta: -0.08
Theta: -1.23
Omega: -16.33
Rho: -3.97
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -28.00%
3 Months
  -30.77%
YTD
  -10.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.300
1M High / 1M Low: 0.500 0.300
6M High / 6M Low: 0.950 0.300
High (YTD): 1/10/2022 0.400
Low (YTD): 1/18/2022 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.613
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.71%
Volatility 6M:   111.52%
Volatility 1Y:   -
Volatility 3Y:   -