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

EUWAX
1/21/2022  9:24:14 AM Chg.+0.070 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.260EUR +36.84% -
Bid Size: -
-
Ask Size: -
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: -208.17
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.12
Parity: -11.94
Time value: 0.36
Break-even: 6,264.00
Moneyness: 0.84
Premium: 0.16
Premium p.a.: 1.74
Spread abs.: 0.03
Spread %: 8.33%
Delta: -0.12
Theta: -2.51
Omega: -25.02
Rho: -1.41
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month
  -49.02%
3 Months
  -74.76%
YTD
  -29.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.190
1M High / 1M Low: 0.510 0.190
6M High / 6M Low: 2.440 0.190
High (YTD): 1/6/2022 0.350
Low (YTD): 1/20/2022 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   1.252
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.26%
Volatility 6M:   185.10%
Volatility 1Y:   -
Volatility 3Y:   -