Goldman Sachs Put 5800 UKX 16.09..../  DE000GH5MD52  /

EUWAX
1/21/2022  9:24:19 AM Chg.+0.14 Bid9:04:27 PM Ask9:04:27 PM Underlying Strike price Expiration date Option type
1.20EUR +13.21% 1.29
Bid Size: 10,000
1.34
Ask Size: 10,000
FTSE 100 5,800.00 - 9/16/2022 Put
 

Master data

WKN: GH5MD5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,800.00 -
Maturity: 9/16/2022
Issue date: 5/5/2021
Last trading day: 9/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -67.12
Leverage: Yes

Calculated values

Fair value: 8.50
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -17.85
Time value: 1.13
Break-even: 5,687.00
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 2.65%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.20
High: 1.20
Low: 1.20
Previous Close: 1.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.09%
1 Month
  -29.82%
3 Months
  -31.03%
YTD
  -8.40%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.12 1.03
1M High / 1M Low: 1.71 1.03
6M High / 6M Low: 2.89 1.03
High (YTD): 1/6/2022 1.31
Low (YTD): 1/18/2022 1.03
52W High: - -
52W Low: - -
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.93
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.29%
Volatility 6M:   102.07%
Volatility 1Y:   -
Volatility 3Y:   -