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

EUWAX
1/19/2022  9:43:27 AM Chg.+0.040 Bid11:19:11 AM Ask11:19:11 AM Underlying Strike price Expiration date Option type
0.260EUR +18.18% 0.230
Bid Size: 50,000
0.250
Ask Size: 50,000
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: -280.13
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.12
Parity: -11.64
Time value: 0.27
Break-even: 6,373.00
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 1.51
Spread abs.: 0.03
Spread %: 11.11%
Delta: -0.11
Theta: -2.13
Omega: -30.88
Rho: -1.37
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -67.50%
3 Months
  -78.69%
YTD
  -38.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 1.010 0.220
6M High / 6M Low: 3.260 0.220
High (YTD): 1/6/2022 0.410
Low (YTD): 1/18/2022 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   1.485
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.81%
Volatility 6M:   179.25%
Volatility 1Y:   -
Volatility 3Y:   -