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

EUWAX
1/21/2022  9:24:22 AM Chg.+0.020 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.090EUR +28.57% -
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: -421.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.12
Parity: -19.94
Time value: 0.18
Break-even: 5,482.20
Moneyness: 0.73
Premium: 0.27
Premium p.a.: 3.85
Spread abs.: 0.05
Spread %: 28.09%
Delta: -0.04
Theta: -1.32
Omega: -17.40
Rho: -0.49
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -60.87%
3 Months
  -78.05%
YTD
  -40.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.230 0.070
6M High / 6M Low: 1.110 0.070
High (YTD): 1/6/2022 0.140
Low (YTD): 1/20/2022 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.12%
Volatility 6M:   185.04%
Volatility 1Y:   -
Volatility 3Y:   -