Goldman Sachs Call 210 AXP 18.06.2026
/ DE000GG4FM20
Goldman Sachs Call 210 AXP 18.06..../ DE000GG4FM20 /
| 7/12/2024 11:16:57 AM |
Chg.0.00 |
Bid12:04:23 PM |
Ask12:04:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.52EUR |
0.00% |
5.52
Bid Size: 5,000 |
5.67
Ask Size: 5,000 |
American Express Com... |
210.00 USD |
6/18/2026 |
Call |
Master data
| WKN: |
GG4FM2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 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: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.62 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
2.64 |
| Time value: |
2.85 |
| Break-even: |
248.02 |
| Moneyness: |
1.14 |
| Premium: |
0.13 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
1.48% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
3.03 |
| Rho: |
2.15 |
Quote data
| Open: |
5.52 |
| High: |
5.52 |
| Low: |
5.52 |
| Previous Close: |
5.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.79% |
| 1 Month |
|
|
+18.45% |
| 3 Months |
|
|
+18.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.52 |
5.27 |
| 1M High / 1M Low: |
5.52 |
4.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
