Goldman Sachs Put 5600 UKX 21.07..../  DE000GH9JAN9  /

Frankfurt Zert./GS
1/21/2022  7:17:11 PM Chg.+0.270 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
2.570EUR +11.74% 2.620
Bid Size: 5,000
2.650
Ask Size: 5,000
FTSE 100 5,600.00 - 7/21/2023 Put
 

Master data

WKN: GH9JAN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,600.00 -
Maturity: 7/21/2023
Issue date: 8/2/2021
Last trading day: 7/20/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -28.17
Leverage: Yes

Calculated values

Fair value: 54.47
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -18.94
Time value: 2.66
Break-even: 5,334.00
Moneyness: 0.75
Premium: 0.29
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.13%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.480
High: 2.610
Low: 2.440
Previous Close: 2.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.64%
1 Month
  -3.38%
3 Months
  -9.19%
YTD  
+2.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.570 2.250
1M High / 1M Low: 2.660 2.250
6M High / 6M Low: - -
High (YTD): 1/10/2022 2.580
Low (YTD): 1/17/2022 2.250
52W High: - -
52W Low: - -
Avg. price 1W:   2.354
Avg. volume 1W:   0.000
Avg. price 1M:   2.449
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -