Goldman Sachs Put 400 ULTA 20.12.2024
/ DE000GG9KS06
Goldman Sachs Put 400 ULTA 20.12..../ DE000GG9KS06 /
2024-09-13 9:38:29 AM |
Chg.-0.08 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.58EUR |
-2.19% |
- Bid Size: - |
- Ask Size: - |
Ulta Beauty Inc |
400.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
GG9KS0 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.98 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
1.96 |
Time value: |
1.47 |
Break-even: |
326.83 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.57 |
Theta: |
-0.10 |
Omega: |
-5.63 |
Rho: |
-0.60 |
Quote data
Open: |
3.58 |
High: |
3.58 |
Low: |
3.58 |
Previous Close: |
3.66 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.72% |
1 Month |
|
|
-15.96% |
3 Months |
|
|
+7.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.01 |
3.35 |
1M High / 1M Low: |
4.74 |
3.35 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |