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

EUWAX
1/24/2022  8:16:50 AM Chg.+0.080 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.970EUR +8.99% -
Bid Size: -
-
Ask Size: -
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: -67.51
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.12
Parity: -4.94
Time value: 1.11
Break-even: 6,889.00
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 2.70%
Delta: -0.80
Theta: -9.61
Omega: -53.72
Rho: -8.82
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.57%
1 Month
  -34.90%
3 Months
  -63.67%
YTD
  -13.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.890 0.590
1M High / 1M Low: 1.310 0.590
6M High / 6M Low: 5.230 0.590
High (YTD): 1/6/2022 1.100
Low (YTD): 1/18/2022 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   2.931
Avg. volume 6M:   3.150
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.57%
Volatility 6M:   180.76%
Volatility 1Y:   -
Volatility 3Y:   -