Goldman Sachs Call 350 ULTA 16.01.2026
/ DE000GG96D99
Goldman Sachs Call 350 ULTA 16.01.../ DE000GG96D99 /
12/07/2024 11:19:50 |
Chg.+0.26 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
9.87EUR |
+2.71% |
- Bid Size: - |
- Ask Size: - |
Ulta Beauty Inc |
350.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
GG96D9 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
06/06/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.01 |
Intrinsic value: |
5.77 |
Implied volatility: |
0.40 |
Historic volatility: |
0.26 |
Parity: |
5.77 |
Time value: |
5.19 |
Break-even: |
430.51 |
Moneyness: |
1.18 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.15 |
Spread %: |
1.39% |
Delta: |
0.76 |
Theta: |
-0.07 |
Omega: |
2.61 |
Rho: |
2.67 |
Quote data
Open: |
9.87 |
High: |
9.87 |
Low: |
9.87 |
Previous Close: |
9.61 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.87 |
9.24 |
1M High / 1M Low: |
9.87 |
8.67 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |