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

EUWAX
1/14/2022  8:15:57 AM Chg.+0.02 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
1.10EUR +1.85% -
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: -64.47
Leverage: Yes

Calculated values

Fair value: 11.40
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -19.43
Time value: 1.17
Break-even: 5,483.00
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 4.27%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.73%
1 Month
  -31.25%
3 Months
  -32.93%
YTD
  -15.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.26 1.08
1M High / 1M Low: 1.85 1.08
6M High / 6M Low: 2.73 1.08
High (YTD): 1/6/2022 1.30
Low (YTD): 1/13/2022 1.08
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.85
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.80%
Volatility 6M:   97.99%
Volatility 1Y:   -
Volatility 3Y:   -