Goldman Sachs Put 5600 UKX 15.07..../  DE000GH5MB96  /

EUWAX
5/19/2022  8:17:07 AM Chg.+0.030 Bid7:54:26 PM Ask7:54:26 PM Underlying Strike price Expiration date Option type
0.160EUR +23.08% 0.210
Bid Size: 20,000
0.240
Ask Size: 20,000
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: -379.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.15
Parity: -18.38
Time value: 0.20
Break-even: 5,580.40
Moneyness: 0.75
Premium: 0.25
Premium p.a.: 3.17
Spread abs.: 0.03
Spread %: 15.31%
Delta: -0.05
Theta: -1.39
Omega: -18.42
Rho: -0.59
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -11.11%
3 Months
  -71.43%
YTD
  -78.38%
1 Year
  -92.89%
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.130
1M High / 1M Low: 0.380 0.130
6M High / 6M Low: 1.910 0.130
High (YTD): 3/7/2022 1.910
Low (YTD): 5/18/2022 0.130
52W High: 5/20/2021 2.400
52W Low: 5/18/2022 0.130
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.664
Avg. volume 6M:   0.000
Avg. price 1Y:   1.131
Avg. volume 1Y:   0.000
Volatility 1M:   325.08%
Volatility 6M:   250.30%
Volatility 1Y:   188.23%
Volatility 3Y:   -