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Goldman Sachs Put 550 LULU 20.09..../  DE000GG0NAV4  /

EUWAX
2024-07-26  10:21:14 AM Chg.+2.13 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
27.77EUR +8.31% -
Bid Size: -		 -
Ask Size: -		 Lululemon Athletica ... 550.00 USD 2024-09-20 Put
 

Master data

WKN: GG0NAV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 550.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.84
Leverage: Yes

Calculated values

Fair value: 27.31
Intrinsic value: 27.31
Implied volatility: 1.41
Historic volatility: 0.31
Parity: 27.31
Time value: 0.40
Break-even: 229.54
Moneyness: 2.17
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.20
Spread %: 0.73%
Delta: -0.87
Theta: -0.20
Omega: -0.73
Rho: -0.72
 

Quote data

Open: 27.77
High: 27.77
Low: 27.77
Previous Close: 25.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.09%
1 Month  
+20.58%
3 Months  
+57.52%
YTD  
+329.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 27.77 24.45
1M High / 1M Low: 27.77 23.03
6M High / 6M Low: 27.77 7.67
High (YTD): 2024-07-26 27.77
Low (YTD): 2024-01-02 6.72
52W High: - -
52W Low: - -
Avg. price 1W:   25.48
Avg. volume 1W:   0.00
Avg. price 1M:   24.08
Avg. volume 1M:   0.00
Avg. price 6M:   17.11
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.12%
Volatility 6M:   127.35%
Volatility 1Y:   -
Volatility 3Y:   -