Goldman Sachs Call 350 LULU 16.01.../  DE000GG63D07  /

EUWAX
12/11/2024  19:18:43 Chg.+0.040 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.490EUR +8.89% -
Bid Size: -
-
Ask Size: -
Lululemon Athletica ... 350.00 USD 16/01/2026 Call
 

Master data

WKN: GG63D0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 16/01/2026
Issue date: 15/04/2024
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.29
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -0.30
Time value: 0.48
Break-even: 375.73
Moneyness: 0.91
Premium: 0.26
Premium p.a.: 0.22
Spread abs.: -0.01
Spread %: -2.46%
Delta: 0.54
Theta: -0.07
Omega: 3.40
Rho: 1.35
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+68.97%
3 Months  
+145.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.450
1M High / 1M Low: 0.500 0.300
6M High / 6M Low: 0.800 0.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.373
Avg. volume 6M:   9.429
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.92%
Volatility 6M:   145.43%
Volatility 1Y:   -
Volatility 3Y:   -