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

EUWAX
1/27/2022  9:43:43 AM Chg.- Bid9:05:07 AM Ask9:05:07 AM Underlying Strike price Expiration date Option type
0.160EUR - 0.110
Bid Size: 50,000
0.140
Ask Size: 50,000
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: -387.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.12
Parity: -19.70
Time value: 0.19
Break-even: 5,480.70
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 4.60
Spread abs.: 0.05
Spread %: 25.91%
Delta: -0.04
Theta: -1.48
Omega: -16.70
Rho: -0.47
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.78%
1 Month
  -5.88%
3 Months
  -55.56%
YTD  
+6.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.090
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:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   352.58%
Volatility 6M:   216.92%
Volatility 1Y:   -
Volatility 3Y:   -