Goldman Sachs Put 350 ULTA 18.10.2024
/ DE000GJ1R436
Goldman Sachs Put 350 ULTA 18.10..../ DE000GJ1R436 /
| 8/12/2024 10:59:22 AM |
Chg.+0.31 |
Bid4:57:44 PM |
Ask4:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
+9.48% |
3.46
Bid Size: 10,000 |
3.49
Ask Size: 10,000 |
Ulta Beauty Inc |
350.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
GJ1R43 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
8/5/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
2.55 |
| Time value: |
1.12 |
| Break-even: |
284.02 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
1.94% |
| Delta: |
-0.62 |
| Theta: |
-0.14 |
| Omega: |
-4.99 |
| Rho: |
-0.40 |
Quote data
| Open: |
3.58 |
| High: |
3.58 |
| Low: |
3.58 |
| Previous Close: |
3.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.23% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.76 |
3.23 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
