Goldman Sachs Put 6400 UKX 16.09..../  DE000GH9JB71  /

EUWAX
8/12/2022  8:45:00 AM Chg.+0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.100
Bid Size: -
0.130
Ask Size: -
FTSE 100 6,400.00 - 9/16/2022 Put
 

Master data

WKN: GH9JB7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,400.00 -
Maturity: 9/16/2022
Issue date: 8/2/2021
Last trading day: 9/15/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -339.99
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.16
Parity: -10.46
Time value: 0.22
Break-even: 6,378.10
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 3.21
Spread abs.: 0.03
Spread %: 13.70%
Delta: -0.06
Theta: -1.44
Omega: -21.92
Rho: -0.47
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.50%
1 Month
  -87.50%
3 Months
  -89.47%
YTD
  -94.52%
1 Year
  -96.85%
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.210
1M High / 1M Low: 1.190 0.210
6M High / 6M Low: 4.900 0.210
High (YTD): 3/7/2022 4.900
Low (YTD): 8/1/2022 0.210
52W High: 3/7/2022 4.900
52W Low: 8/1/2022 0.210
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   1.419
Avg. volume 6M:   0.000
Avg. price 1Y:   2.238
Avg. volume 1Y:   0.000
Volatility 1M:   295.86%
Volatility 6M:   248.15%
Volatility 1Y:   190.69%
Volatility 3Y:   -