Goldman Sachs Put 4800 UKX 17.03..../  DE000GH5MBQ2  /

EUWAX
1/27/2022  9:43:38 AM Chg.- Bid9:06:18 AM Ask9:06:18 AM Underlying Strike price Expiration date Option type
1.17EUR - 1.10
Bid Size: 20,000
1.13
Ask Size: 20,000
FTSE 100 4,800.00 - 3/17/2023 Put
 

Master data

WKN: GH5MBQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,800.00 -
Maturity: 3/17/2023
Issue date: 5/5/2021
Last trading day: 3/16/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -61.23
Leverage: Yes

Calculated values

Fair value: 16.43
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -26.70
Time value: 1.22
Break-even: 4,678.00
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 2.46%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.35%
1 Month
  -1.68%
3 Months
  -4.10%
YTD  
+2.63%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.33 1.07
1M High / 1M Low: 1.33 0.97
6M High / 6M Low: 1.88 0.97
High (YTD): 1/25/2022 1.33
Low (YTD): 1/18/2022 0.97
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.01%
Volatility 6M:   85.47%
Volatility 1Y:   -
Volatility 3Y:   -