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

EUWAX
1/27/2022  10:39:59 AM Chg.-0.11 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
2.59EUR -4.07% -
Bid Size: -
-
Ask Size: -
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: -27.46
Leverage: Yes

Calculated values

Fair value: 53.92
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -18.70
Time value: 2.72
Break-even: 5,328.00
Moneyness: 0.75
Premium: 0.29
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 1.10%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.59
High: 2.59
Low: 2.59
Previous Close: 2.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.21%
1 Month
  -2.63%
3 Months
  -4.78%
YTD  
+2.37%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.93 2.35
1M High / 1M Low: 2.93 2.27
6M High / 6M Low: - -
High (YTD): 1/25/2022 2.93
Low (YTD): 1/18/2022 2.27
52W High: - -
52W Low: - -
Avg. price 1W:   2.61
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -