Goldman Sachs Call 320 LULU 15.11.2024
/ DE000GJ456W2
Goldman Sachs Call 320 LULU 15.11.../ DE000GJ456W2 /
| 06/11/2024 14:52:44 |
Chg.- |
Bid13:57:52 |
Ask13:57:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
- |
0.048
Bid Size: 20,000 |
0.068
Ask Size: 20,000 |
Lululemon Athletica ... |
320.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
GJ456W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
20/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
-0.04 |
| Time value: |
0.07 |
| Break-even: |
303.52 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
6.43 |
| Spread abs.: |
0.03 |
| Spread %: |
57.78% |
| Delta: |
0.44 |
| Theta: |
-0.64 |
| Omega: |
18.18 |
| Rho: |
0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.080 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+142.42% |
| 1 Month |
|
|
+247.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.033 |
| 1M High / 1M Low: |
0.090 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
673.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
