Goldman Sachs Put 6400 UKX 20.05.2022
/ DE000GH5MF27
Goldman Sachs Put 6400 UKX 20.05..../ DE000GH5MF27 /
5/19/2022 8:17:09 AM |
Chg.0.000 |
Bid8:13:37 PM |
Ask8:13:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
0.00% |
0.005 Bid Size: 10,000 |
0.055 Ask Size: 2,000 |
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: |
-1,180.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.51 |
Historic volatility: |
0.15 |
Parity: |
-10.38 |
Time value: |
0.06 |
Break-even: |
6,393.70 |
Moneyness: |
0.86 |
Premium: |
0.14 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.05 |
Spread %: |
79.37% |
Delta: |
-0.03 |
Theta: |
-18.79 |
Omega: |
-32.19 |
Rho: |
-0.01 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-83.87% |
1 Month |
|
|
-90.00% |
3 Months |
|
|
-98.67% |
YTD |
|
|
-99.03% |
1 Year |
|
|
-99.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.062 |
0.007 |
1M High / 1M Low: |
0.160 |
0.007 |
6M High / 6M Low: |
2.950 |
0.007 |
High (YTD): |
3/8/2022 |
2.950 |
Low (YTD): |
5/17/2022 |
0.007 |
52W High: |
5/20/2021 |
4.160 |
52W Low: |
5/17/2022 |
0.007 |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.906 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.826 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
619.01% |
Volatility 6M: |
|
356.47% |
Volatility 1Y: |
|
260.58% |
Volatility 3Y: |
|
- |