Goldman Sachs Put 6200 UKX 16.12..../  DE000GH5MCD8  /

EUWAX
1/19/2022  9:43:33 AM Chg.+0.12 Bid12:22:54 PM Ask12:22:54 PM Underlying Strike price Expiration date Option type
2.28EUR +5.56% 2.21
Bid Size: 30,000
2.23
Ask Size: 30,000
FTSE 100 6,200.00 - 12/16/2022 Put
 

Master data

WKN: GH5MCD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,200.00 -
Maturity: 12/16/2022
Issue date: 5/5/2021
Last trading day: 12/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -33.17
Leverage: Yes

Calculated values

Fair value: 27.59
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -13.64
Time value: 2.28
Break-even: 5,972.00
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 1.32%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.28
High: 2.28
Low: 2.28
Previous Close: 2.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.79%
1 Month
  -26.21%
3 Months
  -24.50%
YTD
  -10.24%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.26 2.16
1M High / 1M Low: 3.39 2.16
6M High / 6M Low: 4.80 2.16
High (YTD): 1/6/2022 2.57
Low (YTD): 1/18/2022 2.16
52W High: - -
52W Low: - -
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.55
Avg. volume 1M:   0.00
Avg. price 6M:   3.36
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.50%
Volatility 6M:   85.25%
Volatility 1Y:   -
Volatility 3Y:   -