Goldman Sachs Put 5600 UKX 19.05..../  DE000GH7XMR0  /

EUWAX
1/19/2022  10:16:45 AM Chg.+0.07 Bid11:35:04 AM Ask11:35:04 AM Underlying Strike price Expiration date Option type
2.10EUR +3.45% 2.08
Bid Size: 20,000
2.10
Ask Size: 20,000
FTSE 100 5,600.00 - 5/19/2023 Put
 

Master data

WKN: GH7XMR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,600.00 -
Maturity: 5/19/2023
Issue date: 6/28/2021
Last trading day: 5/18/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -35.51
Leverage: Yes

Calculated values

Fair value: 42.54
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -19.64
Time value: 2.13
Break-even: 5,387.00
Moneyness: 0.74
Premium: 0.29
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 1.41%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.10
High: 2.10
Low: 2.10
Previous Close: 2.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -19.54%
3 Months
  -18.29%
YTD
  -8.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.12 2.03
1M High / 1M Low: 3.01 2.03
6M High / 6M Low: 3.66 2.03
High (YTD): 1/7/2022 2.35
Low (YTD): 1/18/2022 2.03
52W High: - -
52W Low: - -
Avg. price 1W:   2.09
Avg. volume 1W:   0.00
Avg. price 1M:   2.31
Avg. volume 1M:   0.00
Avg. price 6M:   2.84
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.68%
Volatility 6M:   72.40%
Volatility 1Y:   -
Volatility 3Y:   -