Goldman Sachs Put 4600 UKX 16.09..../  DE000GH5MCP2  /

EUWAX
1/14/2022  8:15:57 AM Chg.+0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -
-
Ask Size: -
FTSE 100 4,600.00 - 9/16/2022 Put
 

Master data

WKN: GH5MCP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,600.00 -
Maturity: 9/16/2022
Issue date: 5/5/2021
Last trading day: 9/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -173.00
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -29.43
Time value: 0.44
Break-even: 4,556.40
Moneyness: 0.61
Premium: 0.40
Premium p.a.: 0.65
Spread abs.: 0.05
Spread %: 11.47%
Delta: -0.11
Theta: -1.71
Omega: -19.77
Rho: -6.06
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -36.67%
3 Months
  -40.63%
YTD
  -19.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.370
1M High / 1M Low: 0.720 0.370
6M High / 6M Low: 1.140 0.370
High (YTD): 1/10/2022 0.470
Low (YTD): 1/13/2022 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.744
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.14%
Volatility 6M:   108.37%
Volatility 1Y:   -
Volatility 3Y:   -