Goldman Sachs Put 6400 UKX 21.10..../  DE000GH5MCE6  /

EUWAX
1/27/2022  9:43:41 AM Chg.-0.13 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
2.60EUR -4.76% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,400.00 - 10/21/2022 Put
 

Master data

WKN: GH5MCE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,400.00 -
Maturity: 10/21/2022
Issue date: 5/5/2021
Last trading day: 10/20/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -27.77
Leverage: Yes

Calculated values

Fair value: 21.87
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.12
Parity: -10.70
Time value: 2.69
Break-even: 6,131.00
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 1.12%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.60
High: 2.60
Low: 2.60
Previous Close: 2.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.70%
1 Month
  -2.26%
3 Months
  -13.62%
YTD  
+3.59%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.05 2.37
1M High / 1M Low: 3.05 2.08
6M High / 6M Low: 4.85 2.08
High (YTD): 1/25/2022 3.05
Low (YTD): 1/18/2022 2.08
52W High: - -
52W Low: - -
Avg. price 1W:   2.64
Avg. volume 1W:   0.00
Avg. price 1M:   2.40
Avg. volume 1M:   0.00
Avg. price 6M:   3.39
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.56%
Volatility 6M:   100.14%
Volatility 1Y:   -
Volatility 3Y:   -