Goldman Sachs Put 400 ULTA 20.09.2024
/ DE000GG9DX57
Goldman Sachs Put 400 ULTA 20.09..../ DE000GG9DX57 /
12/08/2024 10:53:19 |
Chg.+0.42 |
Bid13:52:18 |
Ask13:52:18 |
Underlying |
Strike price |
Expiration date |
Option type |
7.19EUR |
+6.20% |
7.14 Bid Size: 5,000 |
7.29 Ask Size: 5,000 |
Ulta Beauty Inc |
400.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
GG9DX5 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
11/06/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.13 |
Intrinsic value: |
7.13 |
Implied volatility: |
0.53 |
Historic volatility: |
0.27 |
Parity: |
7.13 |
Time value: |
0.17 |
Break-even: |
293.54 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.28 |
Spread %: |
3.99% |
Delta: |
-0.87 |
Theta: |
-0.11 |
Omega: |
-3.52 |
Rho: |
-0.35 |
Quote data
Open: |
7.19 |
High: |
7.19 |
Low: |
7.19 |
Previous Close: |
6.77 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.54% |
1 Month |
|
|
+282.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.26 |
5.82 |
1M High / 1M Low: |
7.26 |
1.41 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.61 |
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: |
|
284.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |