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

EUWAX
8/12/2022  8:35:24 AM Chg.+0.020 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.350EUR +6.06% 0.310
Bid Size: -
0.340
Ask Size: -
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: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.19%
1 Month
  -61.11%
3 Months
  -64.29%
YTD
  -78.13%
1 Year
  -85.36%
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.450
1M High / 1M Low: 0.990 0.450
6M High / 6M Low: 3.160 0.450
High (YTD): 3/7/2022 3.160
Low (YTD): 8/1/2022 0.450
52W High: 3/7/2022 3.160
52W Low: 8/1/2022 0.450
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   1.138
Avg. volume 6M:   0.000
Avg. price 1Y:   1.574
Avg. volume 1Y:   0.000
Volatility 1M:   158.29%
Volatility 6M:   176.72%
Volatility 1Y:   140.06%
Volatility 3Y:   -