Goldman Sachs Put 7000 UKX 18.03..../  DE000GH5MDY2  /

EUWAX
1/28/2022  9:46:00 AM Chg.-0.12 Bid4:44:11 PM Ask4:44:11 PM Underlying Strike price Expiration date Option type
1.09EUR -9.92% 1.35
Bid Size: 50,000
1.37
Ask Size: 50,000
FTSE 100 7,000.00 - 3/18/2022 Put
 

Master data

WKN: GH5MDY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FTSE 100
Type: Warrant
Option type: Put
Strike price: 7,000.00 -
Maturity: 3/18/2022
Issue date: 5/5/2021
Last trading day: 3/17/2022
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -74.06
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.12
Parity: -5.54
Time value: 1.02
Break-even: 6,898.00
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.86
Spread abs.: 0.03
Spread %: 2.94%
Delta: -0.49
Theta: -6.93
Omega: -36.20
Rho: -5.10
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.47%
1 Month
  -16.79%
3 Months
  -55.14%
YTD
  -2.68%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.46 0.89
1M High / 1M Low: 1.46 0.59
6M High / 6M Low: 5.23 0.59
High (YTD): 1/25/2022 1.46
Low (YTD): 1/18/2022 0.59
52W High: - -
52W Low: - -
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   2.85
Avg. volume 6M:   3.10
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.45%
Volatility 6M:   193.87%
Volatility 1Y:   -
Volatility 3Y:   -