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

EUWAX
1/21/2022  9:24:18 AM Chg.+0.15 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
2.10EUR +7.69% -
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: -33.31
Leverage: Yes

Calculated values

Fair value: 37.58
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -18.94
Time value: 2.25
Break-even: 5,375.00
Moneyness: 0.75
Premium: 0.28
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 1.33%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.10
High: 2.10
Low: 2.10
Previous Close: 1.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -9.87%
3 Months
  -15.32%
YTD
  -3.23%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.10 1.91
1M High / 1M Low: 2.33 1.91
6M High / 6M Low: 3.50 1.91
High (YTD): 1/10/2022 2.26
Low (YTD): 1/18/2022 1.91
52W High: - -
52W Low: - -
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   2.66
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.44%
Volatility 6M:   74.92%
Volatility 1Y:   -
Volatility 3Y:   -