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

EUWAX
1/21/2022  9:24:16 AM Chg.+0.100 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.420EUR +31.25% -
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: -134.79
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.12
Parity: -8.94
Time value: 0.56
Break-even: 6,544.40
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 1.21
Spread abs.: 0.03
Spread %: 5.40%
Delta: -0.22
Theta: -3.77
Omega: -29.66
Rho: -2.57
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month
  -46.15%
3 Months
  -72.37%
YTD
  -26.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.290
1M High / 1M Low: 0.780 0.290
6M High / 6M Low: 3.360 0.290
High (YTD): 1/6/2022 0.550
Low (YTD): 1/18/2022 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   1.777
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.38%
Volatility 6M:   184.64%
Volatility 1Y:   -
Volatility 3Y:   -