Goldman Sachs Call 210 AXP 20.03.2026
/ DE000GG4FMB9
Goldman Sachs Call 210 AXP 20.03..../ DE000GG4FMB9 /
| 9/13/2024 11:15:58 AM |
Chg.+0.05 |
Bid7:24:24 PM |
Ask7:24:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.16EUR |
+0.82% |
6.36
Bid Size: 5,000 |
6.39
Ask Size: 2,000 |
American Express Com... |
210.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
GG4FMB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
2/29/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
4.08 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
4.08 |
| Time value: |
2.06 |
| Break-even: |
250.95 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.49% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
3.02 |
| Rho: |
1.88 |
Quote data
| Open: |
6.16 |
| High: |
6.16 |
| Low: |
6.16 |
| Previous Close: |
6.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.57% |
| 1 Month |
|
|
+22.71% |
| 3 Months |
|
|
+43.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.11 |
5.39 |
| 1M High / 1M Low: |
6.48 |
5.02 |
| 6M High / 6M Low: |
6.48 |
4.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.95% |
| Volatility 6M: |
|
82.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
