Goldman Sachs Call 200 AXP 18.06.2026
/ DE000GG4FM04
Goldman Sachs Call 200 AXP 18.06..../ DE000GG4FM04 /
| 9/13/2024 11:15:56 AM |
Chg.+0.05 |
Bid4:10:36 PM |
Ask4:10:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.00EUR |
+0.72% |
7.27
Bid Size: 5,000 |
7.30
Ask Size: 2,000 |
American Express Com... |
200.00 USD |
6/18/2026 |
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: |
6/18/2026 |
| Issue date: |
2/29/2024 |
| Last trading day: |
6/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.40 |
| Intrinsic value: |
4.98 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
4.98 |
| Time value: |
2.09 |
| Break-even: |
251.22 |
| Moneyness: |
1.28 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
1.00% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
2.70 |
| Rho: |
2.12 |
Quote data
| Open: |
7.00 |
| High: |
7.00 |
| Low: |
7.00 |
| Previous Close: |
6.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.74% |
| 1 Month |
|
|
+20.27% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.95 |
6.20 |
| 1M High / 1M Low: |
7.36 |
5.82 |
| 6M High / 6M Low: |
7.36 |
4.89 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.01 |
| Avg. volume 6M: |
|
8.66 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.79% |
| Volatility 6M: |
|
77.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
