Goldman Sachs Call 280 LULU 15.11.2024
/ DE000GJ39Q91
Goldman Sachs Call 280 LULU 15.11.../ DE000GJ39Q91 /
12/11/2024 16:12:18 |
Chg.+0.070 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+24.14% |
- Bid Size: - |
- Ask Size: - |
Lululemon Athletica ... |
280.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
GJ39Q9 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
04/09/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.36 |
Implied volatility: |
1.50 |
Historic volatility: |
0.33 |
Parity: |
0.36 |
Time value: |
0.04 |
Break-even: |
302.19 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
3.18 |
Spread abs.: |
0.03 |
Spread %: |
8.20% |
Delta: |
0.85 |
Theta: |
-1.62 |
Omega: |
6.38 |
Rho: |
0.02 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.70% |
1 Month |
|
|
+227.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.290 |
1M High / 1M Low: |
0.370 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.247 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |