Goldman Sachs Put 6300 UKX 18.03..../  DE000GH5MAY8  /

EUWAX
1/21/2022  9:24:14 AM Chg.+0.070 Bid9:04:26 PM Ask9:04:26 PM Underlying Strike price Expiration date Option type
0.260EUR +36.84% 0.330
Bid Size: 20,000
0.360
Ask Size: 20,000
FTSE 100 6,300.00 - 3/18/2022 Put
 

Master data

WKN: GH5MAY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,300.00 -
Maturity: 3/18/2022
Issue date: 5/5/2021
Last trading day: 3/17/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -316.04
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.12
Parity: -12.85
Time value: 0.24
Break-even: 6,276.00
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 1.82
Spread abs.: 0.03
Spread %: 12.50%
Delta: -0.09
Theta: -1.88
Omega: -27.82
Rho: -1.06
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month
  -62.32%
3 Months
  -75.47%
YTD
  -29.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.690 0.190
6M High / 6M Low: 2.770 0.190
High (YTD): 1/6/2022 0.350
Low (YTD): 1/20/2022 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   1.280
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.56%
Volatility 6M:   177.32%
Volatility 1Y:   -
Volatility 3Y:   -