Goldman Sachs Call 180 AXP 20.06.2025
/ DE000GG0KBA2
Goldman Sachs Call 180 AXP 20.06..../ DE000GG0KBA2 /
15/10/2024 13:02:51 |
Chg.+0.26 |
Bid19:44:34 |
Ask19:44:34 |
Underlying |
Strike price |
Expiration date |
Option type |
9.76EUR |
+2.74% |
9.82 Bid Size: 20,000 |
9.85 Ask Size: 20,000 |
American Express Com... |
180.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
GG0KBA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
05/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.21 |
Intrinsic value: |
8.85 |
Implied volatility: |
0.46 |
Historic volatility: |
0.21 |
Parity: |
8.85 |
Time value: |
0.78 |
Break-even: |
261.30 |
Moneyness: |
1.54 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.15 |
Spread %: |
1.58% |
Delta: |
0.92 |
Theta: |
-0.04 |
Omega: |
2.41 |
Rho: |
0.93 |
Quote data
Open: |
9.76 |
High: |
9.76 |
Low: |
9.76 |
Previous Close: |
9.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.25% |
1 Month |
|
|
+28.93% |
3 Months |
|
|
+48.55% |
YTD |
|
|
+226.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.50 |
8.73 |
1M High / 1M Low: |
9.50 |
7.89 |
6M High / 6M Low: |
9.50 |
4.96 |
High (YTD): |
14/10/2024 |
9.50 |
Low (YTD): |
18/01/2024 |
2.47 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.52% |
Volatility 6M: |
|
81.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |