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

EUWAX
3/27/2023  8:18:54 AM Chg.+0.003 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.040EUR +8.11% -
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: -632.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.14
Parity: -18.05
Time value: 0.12
Break-even: 5,588.30
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 23.63
Spread abs.: 0.06
Spread %: 51.28%
Delta: -0.02
Theta: -0.40
Omega: -10.73
Rho: -0.09
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -50.00%
3 Months
  -77.78%
YTD
  -77.78%
1 Year
  -97.88%
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.037
1M High / 1M Low: 0.200 0.037
6M High / 6M Low: 1.430 0.037
High (YTD): 3/20/2023 0.200
Low (YTD): 3/24/2023 0.037
52W High: 5/10/2022 2.300
52W Low: 3/24/2023 0.037
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.876
Avg. volume 1Y:   0.000
Volatility 1M:   739.60%
Volatility 6M:   314.05%
Volatility 1Y:   235.55%
Volatility 3Y:   -