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Goldman Sachs Put 600 LULU 20.06..../  DE000GG0N1N4  /

EUWAX
2024-07-30  9:55:33 AM Chg.-0.26 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
31.53EUR -0.82% -
Bid Size: -		 -
Ask Size: -		 Lululemon Athletica ... 600.00 USD 2025-06-20 Put
 

Master data

WKN: GG0N1N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 600.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-06
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.75
Leverage: Yes

Calculated values

Fair value: 31.52
Intrinsic value: 31.52
Implied volatility: 0.82
Historic volatility: 0.31
Parity: 31.52
Time value: 0.23
Break-even: 237.07
Moneyness: 2.32
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.20
Spread %: 0.63%
Delta: -0.75
Theta: -0.04
Omega: -0.56
Rho: -4.42
 

Quote data

Open: 31.53
High: 31.53
Low: 31.53
Previous Close: 31.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.03%
1 Month  
+13.83%
3 Months  
+42.67%
YTD  
+186.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 32.38 29.46
1M High / 1M Low: 32.38 27.68
6M High / 6M Low: 32.38 13.14
High (YTD): 2024-07-26 32.38
Low (YTD): 2024-01-02 11.28
52W High: - -
52W Low: - -
Avg. price 1W:   31.09
Avg. volume 1W:   0.00
Avg. price 1M:   29.02
Avg. volume 1M:   0.00
Avg. price 6M:   22.09
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   33.28%
Volatility 6M:   81.13%
Volatility 1Y:   -
Volatility 3Y:   -