Goldman Sachs Put 5600 UKX 17.02..../  DE000GH5MD37  /

EUWAX
1/25/2022  8:17:27 AM Chg.+0.37 Bid8:01:35 PM Ask8:01:35 PM Underlying Strike price Expiration date Option type
2.21EUR +20.11% 2.04
Bid Size: 10,000
2.07
Ask Size: 10,000
FTSE 100 5,600.00 - 2/17/2023 Put
 

Master data

WKN: GH5MD3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,600.00 -
Maturity: 2/17/2023
Issue date: 5/5/2021
Last trading day: 2/16/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -33.94
Leverage: Yes

Calculated values

Fair value: 28.50
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -16.97
Time value: 2.15
Break-even: 5,385.00
Moneyness: 0.77
Premium: 0.26
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 1.40%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.21
High: 2.21
Low: 2.21
Previous Close: 1.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.42%
1 Month  
+8.87%
3 Months  
+6.25%
YTD  
+18.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.84 1.62
1M High / 1M Low: 1.95 1.62
6M High / 6M Low: 3.16 1.62
High (YTD): 1/10/2022 1.92
Low (YTD): 1/18/2022 1.62
52W High: - -
52W Low: - -
Avg. price 1W:   1.72
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   2.33
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.75%
Volatility 6M:   80.06%
Volatility 1Y:   -
Volatility 3Y:   -