Goldman Sachs Put 5000 UKX 16.12..../  DE000GH6H4K4  /

EUWAX
8/12/2022  8:22:10 AM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.170
Bid Size: -
0.240
Ask Size: -
FTSE 100 5,000.00 GBP 12/16/2022 Put
 

Master data

WKN: GH6H4K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,000.00 GBP
Maturity: 12/16/2022
Issue date: 5/27/2021
Last trading day: 12/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -342.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.19
Parity: -29.03
Time value: 0.26
Break-even: 5,909.84
Moneyness: 0.67
Premium: 0.33
Premium p.a.: 1.31
Spread abs.: 0.03
Spread %: 11.63%
Delta: -0.03
Theta: -0.58
Omega: -10.78
Rho: -1.04
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.14%
1 Month
  -61.22%
3 Months
  -67.80%
YTD
  -81.19%
1 Year
  -87.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.530 0.240
6M High / 6M Low: 1.940 0.240
High (YTD): 3/8/2022 1.940
Low (YTD): 8/1/2022 0.240
52W High: 3/8/2022 1.940
52W Low: 8/1/2022 0.240
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.676
Avg. volume 6M:   0.000
Avg. price 1Y:   0.972
Avg. volume 1Y:   0.000
Volatility 1M:   148.01%
Volatility 6M:   173.06%
Volatility 1Y:   141.23%
Volatility 3Y:   -