Goldman Sachs Put 5800 UKX 18.02..../  DE000GH5MCS6  /

EUWAX
1/21/2022  9:24:18 AM Chg.+0.004 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.036EUR +12.50% -
Bid Size: -
-
Ask Size: -
FTSE 100 5,800.00 - 2/18/2022 Put
 

Master data

WKN: GH5MCS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 5,800.00 -
Maturity: 2/18/2022
Issue date: 5/5/2021
Last trading day: 2/17/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -925.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.12
Parity: -16.94
Time value: 0.08
Break-even: 5,791.90
Moneyness: 0.77
Premium: 0.23
Premium p.a.: 14.91
Spread abs.: 0.03
Spread %: 37.04%
Delta: -0.02
Theta: -1.19
Omega: -22.71
Rho: -0.14
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -72.31%
3 Months
  -90.53%
YTD
  -55.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.036 0.029
1M High / 1M Low: 0.130 0.029
6M High / 6M Low: 1.260 0.029
High (YTD): 1/6/2022 0.080
Low (YTD): 1/19/2022 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.62%
Volatility 6M:   203.85%
Volatility 1Y:   -
Volatility 3Y:   -