Goldman Sachs Put 4800 UKX 16.09..../  DE000GH5MCT4  /

EUWAX
1/27/2022  9:43:41 AM Chg.-0.020 Bid9:18:40 PM Ask9:18:40 PM Underlying Strike price Expiration date Option type
0.580EUR -3.33% 0.530
Bid Size: 10,000
0.580
Ask Size: 10,000
FTSE 100 4,800.00 - 9/16/2022 Put
 

Master data

WKN: GH5MCT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,800.00 -
Maturity: 9/16/2022
Issue date: 5/5/2021
Last trading day: 9/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -118.57
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -26.70
Time value: 0.63
Break-even: 4,737.00
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.63
Spread abs.: 0.05
Spread %: 7.94%
Delta: -0.17
Theta: -2.37
Omega: -19.64
Rho: -8.27
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.88%
1 Month
  -3.33%
3 Months
  -12.12%
YTD  
+3.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.690 0.430
1M High / 1M Low: 0.690 0.430
6M High / 6M Low: 1.290 0.430
High (YTD): 1/25/2022 0.690
Low (YTD): 1/20/2022 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.520
Avg. volume 1M:   0.000
Avg. price 6M:   0.834
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.60%
Volatility 6M:   121.51%
Volatility 1Y:   -
Volatility 3Y:   -