Goldman Sachs Put 5600 UKX 18.08..../  DE000GX0QUV4  /

Frankfurt Zert./GS
11/28/2022  6:38:05 PM Chg.+0.020 Bid9:58:09 PM Ask9:58:09 PM Underlying Strike price Expiration date Option type
0.720EUR +2.86% 0.730
Bid Size: 10,000
0.760
Ask Size: 10,000
FTSE 100 5,600.00 - 8/18/2023 Put
 

Master data

WKN: GX0QUV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,600.00 -
Maturity: 8/18/2023
Issue date: 8/25/2021
Last trading day: 8/17/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -102.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.16
Parity: -18.87
Time value: 0.73
Break-even: 5,527.00
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 4.11%
Delta: -0.02
Theta: 0.32
Omega: -2.28
Rho: -1.73
 

Quote data

Open: 0.720
High: 0.750
Low: 0.720
Previous Close: 0.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -42.86%
3 Months
  -52.63%
YTD
  -72.83%
1 Year
  -80.06%
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.700
1M High / 1M Low: 1.260 0.700
6M High / 6M Low: 2.660 0.700
High (YTD): 3/7/2022 4.260
Low (YTD): 11/25/2022 0.700
52W High: 3/7/2022 4.260
52W Low: 11/25/2022 0.700
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   1.662
Avg. volume 6M:   0.000
Avg. price 1Y:   2.126
Avg. volume 1Y:   0.000
Volatility 1M:   75.93%
Volatility 6M:   102.01%
Volatility 1Y:   109.48%
Volatility 3Y:   -