Goldman Sachs Put 5600 UKX 21.10..../  DE000GH5MC12  /

EUWAX
1/27/2022  9:43:39 AM Chg.-0.06 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.34EUR -4.29% -
Bid Size: -
-
Ask Size: -
FTSE 100 5,600.00 - 10/21/2022 Put
 

Master data

WKN: GH5MC1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,600.00 -
Maturity: 10/21/2022
Issue date: 5/5/2021
Last trading day: 10/20/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -52.24
Leverage: Yes

Calculated values

Fair value: 10.29
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -18.70
Time value: 1.43
Break-even: 5,457.00
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 2.10%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.34
High: 1.34
Low: 1.34
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.67%
1 Month
  -2.19%
3 Months
  -11.84%
YTD  
+3.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.58 1.20
1M High / 1M Low: 1.58 1.05
6M High / 6M Low: 2.59 1.05
High (YTD): 1/25/2022 1.58
Low (YTD): 1/18/2022 1.05
52W High: - -
52W Low: - -
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   1.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.73%
Volatility 6M:   107.00%
Volatility 1Y:   -
Volatility 3Y:   -