Goldman Sachs Put 5600 UKX 16.12..../  DE000GH7XMM1  /

Frankfurt Zert./GS
8/12/2022  7:22:34 PM Chg.-0.020 Bid9:52:49 PM Ask9:52:49 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% 0.310
Bid Size: 20,000
0.340
Ask Size: 20,000
FTSE 100 5,600.00 - 12/16/2022 Put
 

Master data

WKN: GH7XMM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,600.00 -
Maturity: 12/16/2022
Issue date: 6/28/2021
Last trading day: 12/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -166.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.16
Parity: -18.46
Time value: 0.45
Break-even: 5,555.20
Moneyness: 0.75
Premium: 0.25
Premium p.a.: 0.94
Spread abs.: 0.03
Spread %: 6.70%
Delta: -0.07
Theta: -0.80
Omega: -10.99
Rho: -1.84
 

Quote data

Open: 0.340
High: 0.340
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.65%
1 Month
  -62.92%
3 Months
  -66.67%
YTD
  -78.98%
1 Year
  -86.42%
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.420
1M High / 1M Low: 1.150 0.420
6M High / 6M Low: 3.050 0.420
High (YTD): 3/7/2022 3.050
Low (YTD): 8/3/2022 0.420
52W High: 3/7/2022 3.050
52W Low: 8/3/2022 0.420
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.724
Avg. volume 1M:   0.000
Avg. price 6M:   1.132
Avg. volume 6M:   0.000
Avg. price 1Y:   1.571
Avg. volume 1Y:   0.000
Volatility 1M:   188.80%
Volatility 6M:   193.49%
Volatility 1Y:   156.23%
Volatility 3Y:   -