Goldman Sachs Call 140 AXP 20.09.2024
/ DE000GQ6DF69
Goldman Sachs Call 140 AXP 20.09..../ DE000GQ6DF69 /
| 08/08/2024 10:50:03 |
Chg.-0.45 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.16EUR |
-5.23% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.18 |
| Intrinsic value: |
8.13 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.20 |
| Parity: |
8.13 |
| Time value: |
0.24 |
| Break-even: |
211.82 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
1.82% |
| Delta: |
0.95 |
| Theta: |
-0.10 |
| Omega: |
2.37 |
| Rho: |
0.13 |
Quote data
| Open: |
8.16 |
| High: |
8.16 |
| Low: |
8.16 |
| Previous Close: |
8.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.52% |
| 1 Month |
|
|
-9.63% |
| 3 Months |
|
|
-9.63% |
| YTD |
|
|
+66.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.67 |
8.31 |
| 1M High / 1M Low: |
10.70 |
8.31 |
| 6M High / 6M Low: |
10.70 |
6.52 |
| High (YTD): |
31/07/2024 |
10.70 |
| Low (YTD): |
18/01/2024 |
4.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.34% |
| Volatility 6M: |
|
59.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
