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

EUWAX
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:   -