Goldman Sachs Call 280 LULU 15.11.../  DE000GJ39Q91  /

EUWAX
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:   -