Goldman Sachs Put 6400 UKX 19.08..../  DE000GH5MCH9  /

EUWAX
1/28/2022  9:45:57 AM Chg.-0.05 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
2.00EUR -2.44% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,400.00 - 8/19/2022 Put
 

Master data

WKN: GH5MCH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,400.00 -
Maturity: 8/19/2022
Issue date: 5/5/2021
Last trading day: 8/18/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -39.55
Leverage: Yes

Calculated values

Fair value: 12.26
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -11.54
Time value: 1.91
Break-even: 6,209.00
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 1.57%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.00
High: 2.00
Low: 2.00
Previous Close: 2.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+4.71%
3 Months
  -23.95%
YTD  
+2.04%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.46 1.88
1M High / 1M Low: 2.46 1.53
6M High / 6M Low: 4.32 1.53
High (YTD): 1/25/2022 2.46
Low (YTD): 1/18/2022 1.53
52W High: - -
52W Low: - -
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   2.87
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.35%
Volatility 6M:   113.79%
Volatility 1Y:   -
Volatility 3Y:   -