Goldman Sachs Put 6000 UKX 17.03..../  DE000GH5MCF3  /

EUWAX
1/27/2022  9:43:41 AM Chg.-0.11 Bid3:37:05 PM Ask3:37:05 PM Underlying Strike price Expiration date Option type
2.79EUR -3.79% 2.57
Bid Size: 10,000
2.62
Ask Size: 5,000
FTSE 100 6,000.00 - 3/17/2023 Put
 

Master data

WKN: GH5MCF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,000.00 -
Maturity: 3/17/2023
Issue date: 5/5/2021
Last trading day: 3/16/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -25.85
Leverage: Yes

Calculated values

Fair value: 38.80
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -14.70
Time value: 2.89
Break-even: 5,711.00
Moneyness: 0.80
Premium: 0.24
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 1.73%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.79
High: 2.79
Low: 2.79
Previous Close: 2.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.77%
1 Month
  -0.36%
3 Months
  -4.78%
YTD  
+4.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.15 2.41
1M High / 1M Low: 3.15 2.37
6M High / 6M Low: 4.45 2.37
High (YTD): 1/25/2022 3.15
Low (YTD): 1/18/2022 2.37
52W High: - -
52W Low: - -
Avg. price 1W:   2.75
Avg. volume 1W:   0.00
Avg. price 1M:   2.62
Avg. volume 1M:   0.00
Avg. price 6M:   3.33
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.84%
Volatility 6M:   81.56%
Volatility 1Y:   -
Volatility 3Y:   -