Goldman Sachs Call 180 AXP 20.06.2025
/ DE000GG0KBA2
Goldman Sachs Call 180 AXP 20.06..../ DE000GG0KBA2 /
| 9/13/2024 10:34:21 AM |
Chg.+0.07 |
Bid7:47:50 PM |
Ask7:47:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.57EUR |
+0.93% |
7.87
Bid Size: 5,000 |
7.90
Ask Size: 2,000 |
American Express Com... |
180.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.23 |
| Intrinsic value: |
6.78 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
6.78 |
| Time value: |
0.97 |
| Break-even: |
239.97 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
1.97% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
2.64 |
| Rho: |
0.97 |
Quote data
| Open: |
7.57 |
| High: |
7.57 |
| Low: |
7.57 |
| Previous Close: |
7.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.17% |
| 1 Month |
|
|
+21.31% |
| 3 Months |
|
|
+42.29% |
| YTD |
|
|
+153.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.50 |
6.66 |
| 1M High / 1M Low: |
7.95 |
6.24 |
| 6M High / 6M Low: |
7.95 |
4.96 |
| High (YTD): |
8/30/2024 |
7.95 |
| Low (YTD): |
1/18/2024 |
2.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.03% |
| Volatility 6M: |
|
83.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
