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Goldman Sachs Call 180 AXP 20.06..../  DE000GG0KBA2  /

EUWAX
20/12/2024  10:19:59 Chg.- Bid22:00:24 Ask22:00:24 Underlying Strike price Expiration date Option type
11.13EUR - -
Bid Size: -		 -
Ask Size: -		 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: 2.41
Leverage: Yes

Calculated values

Fair value: 11.62
Intrinsic value: 11.38
Implied volatility: 0.51
Historic volatility: 0.23
Parity: 11.38
Time value: 0.49
Break-even: 291.30
Moneyness: 1.66
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 0.59%
Delta: 0.95
Theta: -0.04
Omega: 2.29
Rho: 0.76
 

Quote data

Open: 11.13
High: 11.13
Low: 11.13
Previous Close: 10.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.79%
1 Month
  -1.94%
3 Months  
+28.97%
YTD  
+272.24%
1 Year  
+289.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.09 10.94
1M High / 1M Low: 12.52 10.94
6M High / 6M Low: 12.52 5.41
High (YTD): 29/11/2024 12.52
Low (YTD): 18/01/2024 2.47
52W High: 29/11/2024 12.52
52W Low: 18/01/2024 2.47
Avg. price 1W:   11.66
Avg. volume 1W:   0.00
Avg. price 1M:   12.02
Avg. volume 1M:   0.00
Avg. price 6M:   8.58
Avg. volume 6M:   0.00
Avg. price 1Y:   6.86
Avg. volume 1Y:   0.00
Volatility 1M:   46.73%
Volatility 6M:   75.62%
Volatility 1Y:   77.38%
Volatility 3Y:   -