Goldman Sachs Put 6400 UKX 20.05..../  DE000GH5MF27  /

EUWAX
1/21/2022  9:24:25 AM Chg.+0.170 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.910EUR +22.97% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,400.00 - 5/20/2022 Put
 

Master data

WKN: GH5MF2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,400.00 -
Maturity: 5/20/2022
Issue date: 5/5/2021
Last trading day: 5/19/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -70.70
Leverage: Yes

Calculated values

Fair value: 3.09
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -10.94
Time value: 1.06
Break-even: 6,294.00
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 2.83%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.33%
1 Month
  -29.46%
3 Months
  -50.27%
YTD
  -11.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.690
1M High / 1M Low: 1.290 0.690
6M High / 6M Low: 3.350 0.690
High (YTD): 1/6/2022 1.020
Low (YTD): 1/18/2022 0.690
52W High: - -
52W Low: - -
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.908
Avg. volume 1M:   0.000
Avg. price 6M:   2.055
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.36%
Volatility 6M:   139.08%
Volatility 1Y:   -
Volatility 3Y:   -