Goldman Sachs Put 6000 UKX 14.04..../  DE000GH5MBZ3  /

EUWAX
1/19/2022  9:43:32 AM Chg.+0.040 Bid11:47:11 AM Ask11:47:11 AM Underlying Strike price Expiration date Option type
0.280EUR +16.67% 0.260
Bid Size: 50,000
0.280
Ask Size: 50,000
FTSE 100 6,000.00 - 4/14/2022 Put
 

Master data

WKN: GH5MBZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,000.00 -
Maturity: 4/14/2022
Issue date: 5/5/2021
Last trading day: 4/13/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -243.99
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.12
Parity: -15.64
Time value: 0.31
Break-even: 5,969.00
Moneyness: 0.79
Premium: 0.21
Premium p.a.: 1.27
Spread abs.: 0.03
Spread %: 9.68%
Delta: -0.10
Theta: -1.88
Omega: -24.84
Rho: -1.87
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -60.56%
3 Months
  -70.21%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.870 0.240
6M High / 6M Low: 2.400 0.240
High (YTD): 1/6/2022 0.420
Low (YTD): 1/18/2022 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   1.156
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.43%
Volatility 6M:   160.47%
Volatility 1Y:   -
Volatility 3Y:   -