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Goldman Sachs Call 200 AXP 18.06..../  DE000GG4FM04  /

EUWAX
2025-01-06  9:48:32 AM Chg.+0.47 Bid9:54:51 PM Ask9:54:51 PM Underlying Strike price Expiration date Option type
11.62EUR +4.22% 11.30
Bid Size: 10,000		 11.35
Ask Size: 10,000		 American Express Com... 200.00 USD 2026-06-18 Call
 

Master data

WKN: GG4FM0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2026-06-18
Issue date: 2024-02-29
Last trading day: 2026-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 10.90
Intrinsic value: 10.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 10.00
Time value: 1.59
Break-even: 309.98
Moneyness: 1.52
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.43%
Delta: 0.89
Theta: -0.03
Omega: 2.27
Rho: 2.12
 

Quote data

Open: 11.62
High: 11.62
Low: 11.62
Previous Close: 11.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.66%
1 Month  
+4.87%
3 Months  
+44.17%
YTD  
+3.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.21 10.99
1M High / 1M Low: 11.53 10.23
6M High / 6M Low: 11.72 5.01
High (YTD): 2025-01-03 11.15
Low (YTD): 2025-01-02 10.99
52W High: - -
52W Low: - -
Avg. price 1W:   11.12
Avg. volume 1W:   0.00
Avg. price 1M:   11.13
Avg. volume 1M:   0.00
Avg. price 6M:   8.28
Avg. volume 6M:   1.63
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.63%
Volatility 6M:   73.63%
Volatility 1Y:   -
Volatility 3Y:   -