Goldman Sachs Put 420 ULTA 20.09.2024
/ DE000GG94JN6
Goldman Sachs Put 420 ULTA 20.09..../ DE000GG94JN6 /
| 09/08/2024 10:22:28 |
Chg.-0.51 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.53EUR |
-5.64% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
420.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GG94JN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
05/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.96 |
| Intrinsic value: |
8.96 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.27 |
| Parity: |
8.96 |
| Time value: |
0.07 |
| Break-even: |
294.46 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.22 |
| Spread %: |
2.50% |
| Delta: |
-0.91 |
| Theta: |
-0.08 |
| Omega: |
-2.96 |
| Rho: |
-0.40 |
Quote data
| Open: |
8.53 |
| High: |
8.53 |
| Low: |
8.53 |
| Previous Close: |
9.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.37% |
| 1 Month |
|
|
+169.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.04 |
8.11 |
| 1M High / 1M Low: |
9.04 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
