Goldman Sachs Put 5600 UKX 15.07.2022
/ DE000GH5MB96
Goldman Sachs Put 5600 UKX 15.07..../ DE000GH5MB96 /
| 1/26/2022 8:16:26 AM |
Chg.-0.130 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-13.68% |
-
Bid Size: - |
-
Ask Size: - |
FTSE 100 |
5,600.00 - |
7/15/2022 |
Put |
Master data
| WKN: |
GH5MB9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
FTSE 100 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,600.00 - |
| Maturity: |
7/15/2022 |
| Issue date: |
5/5/2021 |
| Last trading day: |
7/14/2022 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-83.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.12 |
| Parity: |
-17.71 |
| Time value: |
0.88 |
| Break-even: |
5,512.00 |
| Moneyness: |
0.76 |
| Premium: |
0.25 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
-0.38 |
| Theta: |
-4.81 |
| Omega: |
-31.74 |
| Rho: |
-13.42 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.85% |
| 1 Month |
|
|
+1.23% |
| 3 Months |
|
|
-15.46% |
| YTD |
|
|
+10.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.540 |
| 1M High / 1M Low: |
0.950 |
0.520 |
| 6M High / 6M Low: |
1.960 |
0.520 |
| High (YTD): |
1/25/2022 |
0.950 |
| Low (YTD): |
1/18/2022 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.234 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.63% |
| Volatility 6M: |
|
135.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |