Goldman Sachs Put 6400 UKX 21.04..../  DE000GH5MAR2  /

EUWAX
1/21/2022  9:24:14 AM Chg.+0.26 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
3.71EUR +7.54% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,400.00 - 4/21/2023 Put
 

Master data

WKN: GH5MAR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,400.00 -
Maturity: 4/21/2023
Issue date: 5/5/2021
Last trading day: 4/20/2023
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -18.92
Leverage: Yes

Calculated values

Fair value: 53.65
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -10.94
Time value: 3.96
Break-even: 6,004.00
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 0.76%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 3.71
High: 3.71
Low: 3.71
Previous Close: 3.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.40%
1 Month
  -12.50%
3 Months
  -17.00%
YTD
  -2.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.71 3.40
1M High / 1M Low: 4.24 3.40
6M High / 6M Low: 6.19 3.40
High (YTD): 1/10/2022 3.94
Low (YTD): 1/18/2022 3.40
52W High: - -
52W Low: - -
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   3.72
Avg. volume 1M:   0.00
Avg. price 6M:   4.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.71%
Volatility 6M:   71.24%
Volatility 1Y:   -
Volatility 3Y:   -