Goldman Sachs Put 6400 FTSE 100 2.../  DE000GX0QUM3  /

Frankfurt Zert./GS
1/21/2022  7:18:42 PM Chg.+0.430 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
4.410EUR +10.80% 4.490
Bid Size: 5,000
4.520
Ask Size: 5,000
FTSE 100 6,400.00 - 7/21/2023 Put
 

Master data

WKN: GX0QUM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,400.00 -
Maturity: 7/21/2023
Issue date: 8/25/2021
Last trading day: 7/20/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -18.32
Leverage: Yes

Calculated values

Fair value: 72.72
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -11.85
Time value: 4.14
Break-even: 5,986.00
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.72%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.270
High: 4.410
Low: 4.180
Previous Close: 3.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month
  -5.36%
3 Months
  -11.45%
YTD  
+2.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.410 3.870
1M High / 1M Low: 4.660 3.870
6M High / 6M Low: - -
High (YTD): 1/21/2022 4.410
Low (YTD): 1/17/2022 3.870
52W High: - -
52W Low: - -
Avg. price 1W:   4.054
Avg. volume 1W:   0.000
Avg. price 1M:   4.230
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -