Goldman Sachs Put 4800 UKX 21.10..../  DE000GH5MBV2  /

EUWAX
10/5/2022  8:19:12 AM Chg.-0.007 Bid12:58:47 PM Ask12:58:47 PM Underlying Strike price Expiration date Option type
0.013EUR -35.00% 0.012
Bid Size: 50,000
0.042
Ask Size: 50,000
FTSE 100 4,800.00 - 10/21/2022 Put
 

Master data

WKN: GH5MBV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 4,800.00 -
Maturity: 10/21/2022
Issue date: 5/5/2021
Last trading day: 10/20/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -1,574.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.16
Parity: -22.86
Time value: 0.05
Break-even: 4,795.50
Moneyness: 0.68
Premium: 0.32
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 66.67%
Delta: -0.01
Theta: -0.92
Omega: -15.01
Rho: -0.03
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -58.06%
3 Months
  -93.50%
YTD
  -98.06%
1 Year
  -98.90%
3 Years     -
5 Years     -
1W High / 1W Low: 0.037 0.020
1M High / 1M Low: 0.037 0.010
6M High / 6M Low: 0.550 0.010
High (YTD): 3/8/2022 1.400
Low (YTD): 9/13/2022 0.010
52W High: 3/8/2022 1.400
52W Low: 9/13/2022 0.010
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   0.465
Avg. volume 1Y:   0.000
Volatility 1M:   519.60%
Volatility 6M:   273.14%
Volatility 1Y:   224.02%
Volatility 3Y:   -