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

EUWAX
1/24/2022  8:16:47 AM Chg.+0.020 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.520EUR +4.00% -
Bid Size: -
-
Ask Size: -
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: -127.02
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.12
Parity: -26.94
Time value: 0.59
Break-even: 4,741.00
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.63
Spread abs.: 0.05
Spread %: 8.47%
Delta: -0.16
Theta: -2.27
Omega: -20.26
Rho: -8.09
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.04%
1 Month
  -21.21%
3 Months
  -28.77%
YTD
  -7.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.600 0.430
6M High / 6M Low: 1.290 0.430
High (YTD): 1/6/2022 0.560
Low (YTD): 1/20/2022 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.842
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.14%
Volatility 6M:   111.88%
Volatility 1Y:   -
Volatility 3Y:   -