Goldman Sachs Put 4800 UKX 16.12..../  DE000GH5MCN7  /

EUWAX
1/21/2022  9:24:18 AM Chg.+0.090 Bid9:51:59 PM Ask9:51:59 PM Underlying Strike price Expiration date Option type
0.800EUR +12.68% 0.840
Bid Size: 10,000
0.890
Ask Size: 10,000
FTSE 100 4,800.00 - 12/16/2022 Put
 

Master data

WKN: GH5MCN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,800.00 -
Maturity: 12/16/2022
Issue date: 5/5/2021
Last trading day: 12/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -98.51
Leverage: Yes

Calculated values

Fair value: 5.82
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -27.85
Time value: 0.77
Break-even: 4,723.00
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 3.90%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.59%
1 Month
  -24.53%
3 Months
  -21.57%
YTD
  -6.98%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.700
1M High / 1M Low: 1.060 0.700
6M High / 6M Low: 1.590 0.700
High (YTD): 1/7/2022 0.860
Low (YTD): 1/18/2022 0.700
52W High: - -
52W Low: - -
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.827
Avg. volume 1M:   0.000
Avg. price 6M:   1.134
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.04%
Volatility 6M:   90.54%
Volatility 1Y:   -
Volatility 3Y:   -