Goldman Sachs Put 6400 UKX 18.03..../  DE000GH5MAZ5  /

EUWAX
1/21/2022  9:24:15 AM Chg.+0.070 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.300EUR +30.43% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,400.00 - 3/18/2022 Put
 

Master data

WKN: GH5MAZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,400.00 -
Maturity: 3/18/2022
Issue date: 5/5/2021
Last trading day: 3/17/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -185.50
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.12
Parity: -10.94
Time value: 0.40
Break-even: 6,359.60
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 1.55
Spread abs.: 0.03
Spread %: 7.43%
Delta: -0.14
Theta: -2.81
Omega: -26.58
Rho: -1.68
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -48.28%
3 Months
  -74.36%
YTD
  -28.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.580 0.220
6M High / 6M Low: 2.710 0.220
High (YTD): 1/6/2022 0.410
Low (YTD): 1/18/2022 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   1.410
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.82%
Volatility 6M:   185.67%
Volatility 1Y:   -
Volatility 3Y:   -