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

EUWAX
1/27/2022  9:43:47 AM Chg.-0.09 Bid3:05:34 PM Ask3:05:34 PM Underlying Strike price Expiration date Option type
1.15EUR -7.26% 0.98
Bid Size: 50,000
1.00
Ask Size: 50,000
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: -60.73
Leverage: Yes

Calculated values

Fair value: 2.89
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -10.70
Time value: 1.23
Break-even: 6,277.00
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 0.61
Spread abs.: 0.03
Spread %: 2.44%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.41%
1 Month     0.00%
3 Months
  -28.13%
YTD  
+11.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.44 0.74
1M High / 1M Low: 1.44 0.69
6M High / 6M Low: 3.35 0.69
High (YTD): 1/25/2022 1.44
Low (YTD): 1/18/2022 0.69
52W High: - -
52W Low: - -
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   2.02
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.10%
Volatility 6M:   156.53%
Volatility 1Y:   -
Volatility 3Y:   -