Goldman Sachs Put 6000 UKX 18.02..../  DE000GH5MCW8  /

EUWAX
1/21/2022  9:24:19 AM Chg.+0.010 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.048EUR +26.32% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,000.00 - 2/18/2022 Put
 

Master data

WKN: GH5MCW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,000.00 -
Maturity: 2/18/2022
Issue date: 5/5/2021
Last trading day: 2/17/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -681.28
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.12
Parity: -14.94
Time value: 0.11
Break-even: 5,989.00
Moneyness: 0.80
Premium: 0.20
Premium p.a.: 10.87
Spread abs.: 0.03
Spread %: 27.27%
Delta: -0.03
Theta: -1.51
Omega: -23.74
Rho: -0.20
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.63%
1 Month
  -77.14%
3 Months
  -90.00%
YTD
  -56.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.048 0.038
1M High / 1M Low: 0.210 0.038
6M High / 6M Low: 1.550 0.038
High (YTD): 1/6/2022 0.100
Low (YTD): 1/20/2022 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.683
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.30%
Volatility 6M:   209.61%
Volatility 1Y:   -
Volatility 3Y:   -