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

EUWAX
1/19/2022  9:43:29 AM Chg.+0.060 Bid10:54:50 AM Ask10:54:50 AM Underlying Strike price Expiration date Option type
0.580EUR +11.54% 0.550
Bid Size: 50,000
0.570
Ask Size: 50,000
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: -128.20
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.12
Parity: -19.64
Time value: 0.59
Break-even: 5,541.00
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 5.08%
Delta: -0.27
Theta: -3.53
Omega: -34.20
Rho: -10.08
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -43.14%
3 Months
  -47.75%
YTD
  -21.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 1.180 0.520
6M High / 6M Low: 2.190 0.520
High (YTD): 1/6/2022 0.730
Low (YTD): 1/18/2022 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.735
Avg. volume 1M:   0.000
Avg. price 6M:   1.292
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.87%
Volatility 6M:   119.04%
Volatility 1Y:   -
Volatility 3Y:   -