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

EUWAX
1/25/2022  8:17:25 AM Chg.+0.250 Bid8:06:58 PM Ask8:06:58 PM Underlying Strike price Expiration date Option type
0.610EUR +69.44% 0.540
Bid Size: 20,000
0.570
Ask Size: 20,000
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: -125.81
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.12
Parity: -12.97
Time value: 0.58
Break-even: 5,942.00
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 1.20
Spread abs.: 0.03
Spread %: 5.17%
Delta: -0.17
Theta: -2.99
Omega: -21.69
Rho: -2.85
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+154.17%
1 Month  
+8.93%
3 Months
  -27.38%
YTD  
+45.24%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.240
1M High / 1M Low: 0.500 0.240
6M High / 6M Low: 2.010 0.240
High (YTD): 1/6/2022 0.420
Low (YTD): 1/18/2022 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   1.091
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.20%
Volatility 6M:   165.49%
Volatility 1Y:   -
Volatility 3Y:   -