Goldman Sachs Put 4400 UKX 17.03..../  DE000GH6H3T7  /

Frankfurt Zert./GS
8/12/2022  7:12:56 PM Chg.-0.010 Bid9:57:00 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.240
Bid Size: 10,000
0.310
Ask Size: 10,000
FTSE 100 4,400.00 - 3/17/2023 Put
 

Master data

WKN: GH6H3T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,400.00 -
Maturity: 3/17/2023
Issue date: 5/27/2021
Last trading day: 3/16/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -227.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -30.46
Time value: 0.33
Break-even: 4,367.30
Moneyness: 0.59
Premium: 0.41
Premium p.a.: 0.79
Spread abs.: 0.03
Spread %: 9.17%
Delta: -0.03
Theta: -0.41
Omega: -7.62
Rho: -1.67
 

Quote data

Open: 0.260
High: 0.260
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.47%
1 Month
  -50.00%
3 Months
  -56.14%
YTD
  -69.88%
1 Year
  -79.17%
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.630 0.300
6M High / 6M Low: 1.450 0.300
High (YTD): 3/7/2022 1.450
Low (YTD): 8/3/2022 0.300
52W High: 9/20/2021 1.480
52W Low: 8/3/2022 0.300
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.436
Avg. volume 1M:   0.000
Avg. price 6M:   0.620
Avg. volume 6M:   0.000
Avg. price 1Y:   0.817
Avg. volume 1Y:   0.000
Volatility 1M:   153.60%
Volatility 6M:   167.15%
Volatility 1Y:   135.63%
Volatility 3Y:   -