Goldman Sachs Put 6000 UKX 17.06..../  DE000GH5MBM1  /

EUWAX
1/21/2022  9:24:16 AM Chg.+0.110 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.750EUR +17.19% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,000.00 - 6/17/2022 Put
 

Master data

WKN: GH5MBM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,000.00 -
Maturity: 6/17/2022
Issue date: 5/5/2021
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -86.14
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.12
Parity: -14.94
Time value: 0.87
Break-even: 5,913.00
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 0.61
Spread abs.: 0.03
Spread %: 3.45%
Delta: -0.53
Theta: -6.46
Omega: -45.22
Rho: -16.10
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -29.25%
3 Months
  -46.43%
YTD
  -13.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.600
1M High / 1M Low: 1.060 0.600
6M High / 6M Low: 2.530 0.600
High (YTD): 1/7/2022 0.860
Low (YTD): 1/18/2022 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.776
Avg. volume 1M:   0.000
Avg. price 6M:   1.592
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.52%
Volatility 6M:   129.46%
Volatility 1Y:   -
Volatility 3Y:   -