Goldman Sachs Put 6600 UKX 18.03..../  DE000GH5MBF5  /

EUWAX
1/26/2022  8:16:27 AM Chg.-0.150 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.710EUR -17.44% -
Bid Size: -
-
Ask Size: -
FTSE 100 6,600.00 - 3/18/2022 Put
 

Master data

WKN: GH5MBF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 6,600.00 -
Maturity: 3/18/2022
Issue date: 5/5/2021
Last trading day: 3/17/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -96.99
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.12
Parity: -7.71
Time value: 0.76
Break-even: 6,524.00
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 1.18
Spread abs.: 0.03
Spread %: 3.95%
Delta: -0.28
Theta: -4.71
Omega: -27.19
Rho: -2.99
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+121.88%
1 Month  
+5.97%
3 Months
  -44.53%
YTD  
+24.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.860 0.320
1M High / 1M Low: 0.860 0.290
6M High / 6M Low: 3.360 0.290
High (YTD): 1/25/2022 0.860
Low (YTD): 1/18/2022 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.475
Avg. volume 1M:   0.000
Avg. price 6M:   1.729
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   365.46%
Volatility 6M:   219.35%
Volatility 1Y:   -
Volatility 3Y:   -