Goldman Sachs Put 350 LULU 19.07.2024
/ DE000GG5SAF5
Goldman Sachs Put 350 LULU 19.07..../ DE000GG5SAF5 /
| 2024-07-04 9:27:43 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
350.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
GG5SAF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.78 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.29 |
| Parity: |
4.78 |
| Time value: |
0.32 |
| Break-even: |
271.89 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.30 |
| Spread %: |
6.25% |
| Delta: |
-0.83 |
| Theta: |
-0.38 |
| Omega: |
-4.48 |
| Rho: |
-0.10 |
Quote data
| Open: |
4.65 |
| High: |
4.65 |
| Low: |
4.65 |
| Previous Close: |
4.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.14% |
| 1 Month |
|
|
+47.15% |
| 3 Months |
|
|
+144.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.73 |
4.54 |
| 1M High / 1M Low: |
4.73 |
2.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
