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

EUWAX
10/6/2022  8:19:02 AM Chg.-0.05 Bid1:20:57 PM Ask1:20:57 PM Underlying Strike price Expiration date Option type
1.62EUR -2.99% 1.74
Bid Size: 50,000
1.76
Ask Size: 50,000
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: -41.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.16
Parity: -8.53
Time value: 1.71
Break-even: 6,029.00
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 1.75%
Delta: -0.11
Theta: 0.06
Omega: -4.33
Rho: -4.05
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.99%
1 Month  
+10.96%
3 Months
  -35.97%
YTD
  -47.91%
1 Year
  -64.24%
3 Years     -
5 Years     -
1W High / 1W Low: 2.31 1.67
1M High / 1M Low: 2.31 1.04
6M High / 6M Low: 3.31 1.04
High (YTD): 3/7/2022 5.46
Low (YTD): 9/13/2022 1.04
52W High: 3/7/2022 5.46
52W Low: 9/13/2022 1.04
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   2.03
Avg. volume 6M:   0.00
Avg. price 1Y:   2.69
Avg. volume 1Y:   0.00
Volatility 1M:   198.53%
Volatility 6M:   138.10%
Volatility 1Y:   124.82%
Volatility 3Y:   -