Goldman Sachs Call 210 AXP 20.03.2026
/ DE000GG4FMB9
Goldman Sachs Call 210 AXP 20.03..../ DE000GG4FMB9 /
| 11/09/2024 10:06:22 |
Chg.-0.45 |
Bid14:14:56 |
Ask14:14:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.39EUR |
-7.71% |
5.40
Bid Size: 5,000 |
5.55
Ask Size: 5,000 |
American Express Com... |
210.00 USD |
20/03/2026 |
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: |
20/03/2026 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
3.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
3.21 |
| Time value: |
2.27 |
| Break-even: |
245.36 |
| Moneyness: |
1.17 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.11 |
| Spread %: |
2.05% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
3.15 |
| Rho: |
1.79 |
Quote data
| Open: |
5.39 |
| High: |
5.39 |
| Low: |
5.39 |
| Previous Close: |
5.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.35% |
| 1 Month |
|
|
+12.29% |
| 3 Months |
|
|
+9.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.08 |
5.42 |
| 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: |
|
5.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.57% |
| Volatility 6M: |
|
80.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
