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

EUWAX
1/27/2022  9:43:39 AM Chg.-0.030 Bid11:37:21 AM Ask11:37:21 AM Underlying Strike price Expiration date Option type
0.690EUR -4.17% 0.650
Bid Size: 10,000
0.720
Ask Size: 5,000
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: -99.60
Leverage: Yes

Calculated values

Fair value: 2.09
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.12
Parity: -26.70
Time value: 0.75
Break-even: 4,725.00
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.53
Spread abs.: 0.05
Spread %: 6.67%
Delta: -0.28
Theta: -3.60
Omega: -27.90
Rho: -15.86
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.78%
1 Month
  -4.17%
3 Months
  -9.21%
YTD  
+2.99%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.810 0.540
1M High / 1M Low: 0.810 0.530
6M High / 6M Low: 1.400 0.530
High (YTD): 1/25/2022 0.810
Low (YTD): 1/18/2022 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.629
Avg. volume 1M:   0.000
Avg. price 6M:   0.941
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.23%
Volatility 6M:   109.67%
Volatility 1Y:   -
Volatility 3Y:   -