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

EUWAX
12/9/2022  8:19:42 AM Chg.0.000 Bid6:56:01 PM Ask6:56:01 PM Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.330
Bid Size: 20,000
0.360
Ask Size: 20,000
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: -201.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.16
Parity: -12.72
Time value: 0.37
Break-even: 6,163.00
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 8.11%
Delta: -0.03
Theta: 0.19
Omega: -6.28
Rho: -0.72
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.90%
3 Months
  -73.17%
YTD
  -89.39%
1 Year
  -90.52%
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.620 0.290
6M High / 6M Low: 3.000 0.290
High (YTD): 3/7/2022 5.460
Low (YTD): 12/6/2022 0.290
52W High: 3/7/2022 5.460
52W Low: 12/6/2022 0.290
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.419
Avg. volume 1M:   0.000
Avg. price 6M:   1.546
Avg. volume 6M:   0.000
Avg. price 1Y:   2.193
Avg. volume 1Y:   0.000
Volatility 1M:   138.15%
Volatility 6M:   153.56%
Volatility 1Y:   137.18%
Volatility 3Y:   -