Goldman Sachs Put 6200 UKX 17.03..../  DE000GH5MBU4  /

EUWAX
5/16/2022  9:54:32 AM Chg.-0.24 Bid4:04:24 PM Ask4:04:24 PM Underlying Strike price Expiration date Option type
2.67EUR -8.25% 2.59
Bid Size: 30,000
2.61
Ask Size: 30,000
FTSE 100 6,200.00 - 3/17/2023 Put
 

Master data

WKN: GH5MBU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,200.00 -
Maturity: 3/17/2023
Issue date: 5/5/2021
Last trading day: 3/16/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -28.21
Leverage: Yes

Calculated values

Fair value: 23.74
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.15
Parity: -12.18
Time value: 2.63
Break-even: 5,937.00
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 1.14%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.67
High: 2.67
Low: 2.67
Previous Close: 2.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.32%
1 Month  
+22.48%
3 Months  
+4.30%
YTD
  -14.15%
1 Year
  -49.05%
3 Years     -
5 Years     -
1W High / 1W Low: 3.31 2.85
1M High / 1M Low: 3.31 2.00
6M High / 6M Low: 5.46 2.00
High (YTD): 3/7/2022 5.46
Low (YTD): 4/21/2022 2.00
52W High: 5/20/2021 5.56
52W Low: 4/21/2022 2.00
Avg. price 1W:   3.08
Avg. volume 1W:   0.00
Avg. price 1M:   2.51
Avg. volume 1M:   0.00
Avg. price 6M:   3.10
Avg. volume 6M:   0.00
Avg. price 1Y:   3.76
Avg. volume 1Y:   0.00
Volatility 1M:   146.22%
Volatility 6M:   123.13%
Volatility 1Y:   98.71%
Volatility 3Y:   -