Goldman Sachs Call 380 ULTA 19.07.2024
/ DE000GG8RRU4
Goldman Sachs Call 380 ULTA 19.07.../ DE000GG8RRU4 /
| 7/12/2024 10:28:03 AM |
Chg.+0.33 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+19.41% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
380.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
GG8RRU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/29/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.26 |
| Parity: |
3.02 |
| Time value: |
0.31 |
| Break-even: |
381.72 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.15 |
| Spread %: |
4.72% |
| Delta: |
0.84 |
| Theta: |
-0.70 |
| Omega: |
9.56 |
| Rho: |
0.05 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.37% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.29 |
| 1M High / 1M Low: |
2.24 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
