Goldman Sachs Call 500 LULU 16.01.../  DE000GG24NX4  /

EUWAX
2024-07-04  11:02:21 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.130EUR - -
Bid Size: -
-
Ask Size: -
Lululemon Athletica ... 500.00 USD 2026-01-16 Call
 

Master data

WKN: GG24NX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-25
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.52
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.29
Parity: -1.86
Time value: 0.16
Break-even: 476.98
Moneyness: 0.60
Premium: 0.73
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 23.62%
Delta: 0.24
Theta: -0.04
Omega: 4.29
Rho: 0.79
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -38.10%
3 Months
  -59.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.135
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -