Goldman Sachs Put 500 ULTA 20.09.2024
/ DE000GG6BLW1
Goldman Sachs Put 500 ULTA 20.09..../ DE000GG6BLW1 /
| 12/08/2024 11:29:33 |
Chg.+0.46 |
Bid12:28:28 |
Ask12:28:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.26EUR |
+2.91% |
16.26
Bid Size: 5,000 |
16.46
Ask Size: 5,000 |
Ulta Beauty Inc |
500.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GG6BLW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.30 |
| Intrinsic value: |
16.30 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.27 |
| Parity: |
16.30 |
| Time value: |
0.04 |
| Break-even: |
294.78 |
| Moneyness: |
1.55 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.07 |
| Spread %: |
0.43% |
| Delta: |
-0.93 |
| Theta: |
-0.09 |
| Omega: |
-1.68 |
| Rho: |
-0.47 |
Quote data
| Open: |
16.26 |
| High: |
16.26 |
| Low: |
16.26 |
| Previous Close: |
15.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.27% |
| 1 Month |
|
|
+77.90% |
| 3 Months |
|
|
+68.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.31 |
14.88 |
| 1M High / 1M Low: |
16.31 |
7.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
