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

EUWAX
5/20/2022  9:58:17 AM Chg.-0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.310EUR -6.06% -
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: -202.47
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -25.90
Time value: 0.37
Break-even: 4,763.50
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 1.07
Spread abs.: 0.03
Spread %: 8.22%
Delta: -0.07
Theta: -1.32
Omega: -14.46
Rho: -2.37
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.19%
1 Month  
+10.71%
3 Months
  -56.34%
YTD
  -53.73%
1 Year
  -79.05%
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.290
1M High / 1M Low: 0.550 0.280
6M High / 6M Low: 1.400 0.260
High (YTD): 3/8/2022 1.400
Low (YTD): 4/21/2022 0.260
52W High: 7/20/2021 1.440
52W Low: 4/21/2022 0.260
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.619
Avg. volume 6M:   0.000
Avg. price 1Y:   0.865
Avg. volume 1Y:   0.000
Volatility 1M:   213.93%
Volatility 6M:   181.77%
Volatility 1Y:   140.92%
Volatility 3Y:   -