Goldman Sachs Put 5600 UKX 15.07.2022
/ DE000GH5MB96
Goldman Sachs Put 5600 UKX 15.07..../ DE000GH5MB96 /
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: |
|
- |