Goldman Sachs Put 4600 UKX 17.06..../  DE000GH5MCL1  /

EUWAX
1/27/2022  9:43:41 AM Chg.-0.010 Bid3:43:40 PM Ask3:43:40 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.210
Bid Size: 20,000
0.280
Ask Size: 5,000
FTSE 100 4,600.00 - 6/17/2022 Put
 

Master data

WKN: GH5MCL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,600.00 -
Maturity: 6/17/2022
Issue date: 5/5/2021
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -251.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.12
Parity: -28.70
Time value: 0.30
Break-even: 4,570.30
Moneyness: 0.62
Premium: 0.39
Premium p.a.: 1.34
Spread abs.: 0.05
Spread %: 16.84%
Delta: -0.05
Theta: -1.12
Omega: -12.88
Rho: -1.59
 

Quote data

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

Performance

1 Week  
+47.06%
1 Month
  -3.85%
3 Months
  -24.24%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.170
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: 0.770 0.150
High (YTD): 1/25/2022 0.300
Low (YTD): 1/18/2022 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.456
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.68%
Volatility 6M:   155.85%
Volatility 1Y:   -
Volatility 3Y:   -