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

EUWAX
1/24/2022  8:16:44 AM Chg.+0.040 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.670EUR +6.35% -
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: -102.66
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.12
Parity: -18.94
Time value: 0.73
Break-even: 5,527.00
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 0.64
Spread abs.: 0.03
Spread %: 4.11%
Delta: -0.29
Theta: -3.81
Omega: -29.61
Rho: -10.53
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.56%
1 Month
  -24.72%
3 Months
  -38.53%
YTD
  -9.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.520
1M High / 1M Low: 0.810 0.520
6M High / 6M Low: 1.960 0.520
High (YTD): 1/6/2022 0.730
Low (YTD): 1/18/2022 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   1.248
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.61%
Volatility 6M:   121.92%
Volatility 1Y:   -
Volatility 3Y:   -