Goldman Sachs Put 5600 UKX 21.04..../  DE000GH5MCJ5  /

EUWAX
5/20/2022  9:58:16 AM Chg.-0.09 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.66EUR -5.14% -
Bid Size: -
-
Ask Size: -
FTSE 100 5,600.00 - 4/21/2023 Put
 

Master data

WKN: GH5MCJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,600.00 -
Maturity: 4/21/2023
Issue date: 5/5/2021
Last trading day: 4/20/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -41.52
Leverage: Yes

Calculated values

Fair value: 18.49
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.15
Parity: -17.90
Time value: 1.78
Break-even: 5,422.00
Moneyness: 0.76
Premium: 0.27
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 1.69%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.41%
1 Month  
+13.70%
3 Months
  -27.51%
YTD
  -23.50%
1 Year
  -53.89%
3 Years     -
5 Years     -
1W High / 1W Low: 1.84 1.60
1M High / 1M Low: 2.30 1.46
6M High / 6M Low: 3.75 1.38
High (YTD): 3/7/2022 3.75
Low (YTD): 4/21/2022 1.38
52W High: 3/7/2022 3.75
52W Low: 4/21/2022 1.38
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   2.12
Avg. volume 6M:   0.00
Avg. price 1Y:   2.53
Avg. volume 1Y:   0.00
Volatility 1M:   146.42%
Volatility 6M:   124.59%
Volatility 1Y:   98.88%
Volatility 3Y:   -