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Goldman Sachs Call 140 AXP 20.09..../  DE000GQ6DF69  /

EUWAX
13/09/2024  09:17:40 Chg.+0.01 Bid17:01:05 Ask17:01:05 Underlying Strike price Expiration date Option type
10.44EUR +0.10% 10.72
Bid Size: 5,000		 10.79
Ask Size: 2,000		 American Express Com... 140.00 USD 20/09/2024 Call
 

Master data

WKN: GQ6DF6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/09/2024
Issue date: 02/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.18
Leverage: Yes

Calculated values

Fair value: 10.40
Intrinsic value: 10.39
Implied volatility: 2.75
Historic volatility: 0.21
Parity: 10.39
Time value: 0.17
Break-even: 231.97
Moneyness: 1.82
Premium: 0.01
Premium p.a.: 0.46
Spread abs.: 0.10
Spread %: 0.96%
Delta: 0.96
Theta: -0.54
Omega: 2.10
Rho: 0.02
 

Quote data

Open: 10.44
High: 10.44
Low: 10.44
Previous Close: 10.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.09%
1 Month  
+15.74%
3 Months  
+31.82%
YTD  
+113.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.43 9.51
1M High / 1M Low: 10.91 9.02
6M High / 6M Low: 10.91 7.30
High (YTD): 30/08/2024 10.91
Low (YTD): 18/01/2024 4.27
52W High: - -
52W Low: - -
Avg. price 1W:   9.92
Avg. volume 1W:   0.00
Avg. price 1M:   10.05
Avg. volume 1M:   0.00
Avg. price 6M:   9.08
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.18%
Volatility 6M:   63.09%
Volatility 1Y:   -
Volatility 3Y:   -