Goldman Sachs Put 5500 UKX 18.03..../  DE000GH5MDE4  /

EUWAX
1/26/2022  8:16:30 AM Chg.-0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% -
Bid Size: -
-
Ask Size: -
FTSE 100 5,500.00 - 3/18/2022 Put
 

Master data

WKN: GH5MDE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,500.00 -
Maturity: 3/18/2022
Issue date: 5/5/2021
Last trading day: 3/17/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -363.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.12
Parity: -18.71
Time value: 0.20
Break-even: 5,479.70
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 4.13
Spread abs.: 0.03
Spread %: 14.78%
Delta: -0.05
Theta: -1.52
Omega: -17.19
Rho: -0.52
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+142.86%
1 Month     0.00%
3 Months
  -50.00%
YTD  
+13.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.070
1M High / 1M Low: 0.180 0.070
6M High / 6M Low: 1.100 0.070
High (YTD): 1/25/2022 0.180
Low (YTD): 1/20/2022 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.526
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.71%
Volatility 6M:   217.03%
Volatility 1Y:   -
Volatility 3Y:   -