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

EUWAX
1/19/2022  9:43:34 AM Chg.+0.040 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.400EUR +11.11% -
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: -184.48
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.12
Parity: -29.64
Time value: 0.41
Break-even: 4,559.00
Moneyness: 0.61
Premium: 0.40
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 7.32%
Delta: -0.10
Theta: -1.56
Omega: -19.03
Rho: -5.40
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month
  -44.44%
3 Months
  -36.51%
YTD
  -14.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.720 0.360
6M High / 6M Low: 1.140 0.360
High (YTD): 1/10/2022 0.470
Low (YTD): 1/18/2022 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.469
Avg. volume 1M:   0.000
Avg. price 6M:   0.732
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.85%
Volatility 6M:   108.04%
Volatility 1Y:   -
Volatility 3Y:   -