Goldman Sachs Put 6400 UKX 17.02..../  DE000GH5MBS8  /

EUWAX
1/27/2022  9:43:38 AM Chg.-0.14 Bid11:55:18 AM Ask11:55:18 AM Underlying Strike price Expiration date Option type
3.47EUR -3.88% 3.40
Bid Size: 30,000
3.42
Ask Size: 30,000
FTSE 100 6,400.00 - 2/17/2023 Put
 

Master data

WKN: GH5MBS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,400.00 -
Maturity: 2/17/2023
Issue date: 5/5/2021
Last trading day: 2/16/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -20.75
Leverage: Yes

Calculated values

Fair value: 41.26
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -10.70
Time value: 3.60
Break-even: 6,040.00
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 0.83%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.47
High: 3.47
Low: 3.47
Previous Close: 3.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.05%
1 Month
  -1.14%
3 Months
  -6.97%
YTD  
+2.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.94 2.99
1M High / 1M Low: 3.94 2.95
6M High / 6M Low: 5.66 2.95
High (YTD): 1/25/2022 3.94
Low (YTD): 1/18/2022 2.95
52W High: - -
52W Low: - -
Avg. price 1W:   3.43
Avg. volume 1W:   0.00
Avg. price 1M:   3.27
Avg. volume 1M:   0.00
Avg. price 6M:   4.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.07%
Volatility 6M:   81.88%
Volatility 1Y:   -
Volatility 3Y:   -