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

EUWAX
1/27/2022  9:43:34 AM Chg.-0.040 Bid11:59:04 AM Ask11:59:04 AM Underlying Strike price Expiration date Option type
0.420EUR -8.70% 0.400
Bid Size: 50,000
0.420
Ask Size: 50,000
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: -166.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.12
Parity: -11.70
Time value: 0.45
Break-even: 6,255.00
Moneyness: 0.84
Premium: 0.16
Premium p.a.: 2.00
Spread abs.: 0.03
Spread %: 6.67%
Delta: -0.13
Theta: -2.98
Omega: -21.97
Rho: -1.42
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+121.05%
1 Month
  -4.55%
3 Months
  -51.16%
YTD  
+13.51%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.190
1M High / 1M Low: 0.570 0.190
6M High / 6M Low: 2.440 0.190
High (YTD): 1/25/2022 0.570
Low (YTD): 1/20/2022 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   1.217
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   328.40%
Volatility 6M:   210.53%
Volatility 1Y:   -
Volatility 3Y:   -