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

EUWAX
2/8/2023  8:15:12 AM Chg.-0.007 Bid11:38:00 AM Ask11:38:00 AM Underlying Strike price Expiration date Option type
0.059EUR -10.61% 0.054
Bid Size: 50,000
0.084
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: -819.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.16
Parity: -16.65
Time value: 0.10
Break-even: 6,190.40
Moneyness: 0.79
Premium: 0.21
Premium p.a.: 5.71
Spread abs.: 0.03
Spread %: 31.25%
Delta: -0.01
Theta: -0.10
Omega: -11.56
Rho: -0.12
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.71%
1 Month
  -54.62%
3 Months
  -91.06%
YTD
  -70.50%
1 Year
  -97.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.055
1M High / 1M Low: 0.120 0.055
6M High / 6M Low: 2.310 0.055
High (YTD): 1/3/2023 0.200
Low (YTD): 2/6/2023 0.055
52W High: 3/7/2022 5.460
52W Low: 2/6/2023 0.055
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.859
Avg. volume 6M:   0.000
Avg. price 1Y:   1.711
Avg. volume 1Y:   0.000
Volatility 1M:   157.03%
Volatility 6M:   164.25%
Volatility 1Y:   150.45%
Volatility 3Y:   -