Goldman Sachs Put 4800 UKX 15.07..../  DE000GH5MBY6  /

EUWAX
1/27/2022  9:43:39 AM Chg.-0.010 Bid12:21:23 PM Ask12:21:23 PM Underlying Strike price Expiration date Option type
0.380EUR -2.56% 0.360
Bid Size: 30,000
0.390
Ask Size: 30,000
FTSE 100 4,800.00 - 7/15/2022 Put
 

Master data

WKN: GH5MBY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,800.00 -
Maturity: 7/15/2022
Issue date: 5/5/2021
Last trading day: 7/14/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -173.72
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.12
Parity: -26.70
Time value: 0.43
Break-even: 4,757.00
Moneyness: 0.64
Premium: 0.36
Premium p.a.: 0.95
Spread abs.: 0.05
Spread %: 11.63%
Delta: -0.08
Theta: -1.52
Omega: -14.74
Rho: -3.13
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.15%
1 Month
  -2.56%
3 Months
  -19.15%
YTD  
+5.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.260
1M High / 1M Low: 0.460 0.240
6M High / 6M Low: 1.020 0.240
High (YTD): 1/25/2022 0.460
Low (YTD): 1/18/2022 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   0.624
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.00%
Volatility 6M:   144.61%
Volatility 1Y:   -
Volatility 3Y:   -