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

EUWAX
5/20/2022  9:58:17 AM Chg.-0.13 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
2.57EUR -4.81% -
Bid Size: -
-
Ask Size: -
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: -27.17
Leverage: Yes

Calculated values

Fair value: 22.03
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.15
Parity: -9.90
Time value: 2.72
Break-even: 6,128.00
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 1.10%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.57
High: 2.57
Low: 2.57
Previous Close: 2.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.10%
1 Month  
+14.73%
3 Months
  -28.61%
YTD
  -23.74%
1 Year
  -55.46%
3 Years     -
5 Years     -
1W High / 1W Low: 2.83 2.44
1M High / 1M Low: 3.54 2.24
6M High / 6M Low: 5.98 2.10
High (YTD): 3/7/2022 5.98
Low (YTD): 4/21/2022 2.10
52W High: 7/20/2021 6.00
52W Low: 4/21/2022 2.10
Avg. price 1W:   2.62
Avg. volume 1W:   0.00
Avg. price 1M:   2.73
Avg. volume 1M:   0.00
Avg. price 6M:   3.31
Avg. volume 6M:   0.00
Avg. price 1Y:   4.04
Avg. volume 1Y:   0.00
Volatility 1M:   156.45%
Volatility 6M:   128.04%
Volatility 1Y:   101.79%
Volatility 3Y:   -