Goldman Sachs Call 320 LULU 15.11.../  DE000GJ456W2  /

EUWAX
10/4/2024  11:09:23 AM Chg.+0.002 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.018EUR +12.50% -
Bid Size: -
-
Ask Size: -
Lululemon Athletica ... 320.00 USD 11/15/2024 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: 11/15/2024
Issue date: 9/20/2024
Last trading day: 11/14/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 54.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.32
Parity: -0.45
Time value: 0.05
Break-even: 296.07
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 4.14
Spread abs.: 0.02
Spread %: 80.00%
Delta: 0.20
Theta: -0.15
Omega: 10.96
Rho: 0.05
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.016
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -