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

EUWAX
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:   -