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

EUWAX
1/21/2022  9:24:18 AM Chg.+0.090 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.800EUR +12.68% -
Bid Size: -
-
Ask Size: -
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: -84.20
Leverage: Yes

Calculated values

Fair value: 6.24
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -26.94
Time value: 0.89
Break-even: 4,711.00
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.42
Spread abs.: 0.05
Spread %: 5.62%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.59%
1 Month
  -17.53%
3 Months
  -20.00%
YTD
  -6.98%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.800 0.700
1M High / 1M Low: 0.970 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:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   1.125
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.60%
Volatility 6M:   92.26%
Volatility 1Y:   -
Volatility 3Y:   -