Goldman Sachs Put 380 LULU 20.09.2024
/ DE000GG68AC2
Goldman Sachs Put 380 LULU 20.09..../ DE000GG68AC2 /
2024-07-08 12:37:53 PM |
Chg.-0.09 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.37EUR |
-1.21% |
- Bid Size: - |
- Ask Size: - |
Lululemon Athletica ... |
380.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
GG68AC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-17 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.56 |
Intrinsic value: |
7.56 |
Implied volatility: |
0.47 |
Historic volatility: |
0.29 |
Parity: |
7.56 |
Time value: |
0.17 |
Break-even: |
273.71 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.20 |
Spread %: |
2.66% |
Delta: |
-0.85 |
Theta: |
-0.06 |
Omega: |
-3.01 |
Rho: |
-0.63 |
Quote data
Open: |
7.37 |
High: |
7.37 |
Low: |
7.37 |
Previous Close: |
7.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.86% |
1 Month |
|
|
+29.53% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.52 |
7.34 |
1M High / 1M Low: |
7.52 |
5.89 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |