Goldman Sachs Call 210 AXP 18.06.2026
/ DE000GG4FM20
Goldman Sachs Call 210 AXP 18.06..../ DE000GG4FM20 /
| 10/07/2024 10:51:32 |
Chg.+0.18 |
Bid18:33:51 |
Ask18:33:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.45EUR |
+3.42% |
5.37
Bid Size: 20,000 |
5.39
Ask Size: 20,000 |
American Express Com... |
210.00 USD |
18/06/2026 |
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: |
18/06/2026 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
2.57 |
| Time value: |
3.02 |
| Break-even: |
250.09 |
| Moneyness: |
1.13 |
| Premium: |
0.14 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
2.76% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
2.95 |
| Rho: |
2.12 |
Quote data
| Open: |
5.45 |
| High: |
5.45 |
| Low: |
5.45 |
| Previous Close: |
5.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.06% |
| 1 Month |
|
|
+5.42% |
| 3 Months |
|
|
+16.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.37 |
5.27 |
| 1M High / 1M Low: |
5.37 |
4.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
