Goldman Sachs Put 6200 UKX 16.09..../  DE000GH5MD78  /

Frankfurt Zert./GS
8/12/2022  7:28:43 PM Chg.-0.010 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
0.075EUR -11.76% 0.069
Bid Size: 20,000
0.099
Ask Size: 20,000
FTSE 100 6,200.00 - 9/16/2022 Put
 

Master data

WKN: GH5MD7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,200.00 -
Maturity: 9/16/2022
Issue date: 5/5/2021
Last trading day: 9/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -456.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -12.46
Time value: 0.16
Break-even: 6,183.70
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 4.37
Spread abs.: 0.03
Spread %: 18.40%
Delta: -0.05
Theta: -1.21
Omega: -21.10
Rho: -0.34
 

Quote data

Open: 0.087
High: 0.087
Low: 0.075
Previous Close: 0.085
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -59.89%
1 Month
  -88.97%
3 Months
  -92.02%
YTD
  -95.83%
1 Year
  -97.71%
3 Years     -
5 Years     -
1W High / 1W Low: 0.187 0.135
1M High / 1M Low: 1.040 0.135
6M High / 6M Low: 3.800 0.135
High (YTD): 3/7/2022 3.800
Low (YTD): 8/3/2022 0.135
52W High: 9/20/2021 4.110
52W Low: 8/3/2022 0.135
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   1.136
Avg. volume 6M:   0.000
Avg. price 1Y:   1.849
Avg. volume 1Y:   0.000
Volatility 1M:   304.93%
Volatility 6M:   266.03%
Volatility 1Y:   205.90%
Volatility 3Y:   -