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

EUWAX
-  - Chg.- Bid- Ask- Underlying Strike price Expiration date Option type
-EUR - -
Bid Size: -
-
Ask Size: -
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: -109.48
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.12
Parity: -27.54
Time value: 0.69
Break-even: 4,731.00
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.55
Spread abs.: 0.05
Spread %: 7.25%
Delta: -0.24
Theta: -3.20
Omega: -26.42
Rho: -13.78
 

Quote data

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

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.810 0.630
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:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.630
Avg. volume 1M:   0.000
Avg. price 6M:   0.932
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.79%
Volatility 6M:   109.47%
Volatility 1Y:   -
Volatility 3Y:   -