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 |
Bid14:28:35 |
Ask14:28:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.76EUR |
+2.74% |
9.67
Bid Size: 5,000 |
9.82
Ask Size: 5,000 |
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: |
|
- |
