Goldman Sachs Call 220 AXP 17.01.2025
/ DE000GG2YE78
Goldman Sachs Call 220 AXP 17.01..../ DE000GG2YE78 /
| 11/19/2024 9:20:11 AM |
Chg.-0.15 |
Bid4:01:41 PM |
Ask4:01:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.44EUR |
-2.28% |
6.14
Bid Size: 20,000 |
6.21
Ask Size: 20,000 |
American Express Com... |
220.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG2YE7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/1/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.29 |
| Intrinsic value: |
6.19 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
6.19 |
| Time value: |
0.24 |
| Break-even: |
271.95 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
1.10% |
| Delta: |
0.94 |
| Theta: |
-0.07 |
| Omega: |
3.93 |
| Rho: |
0.30 |
Quote data
| Open: |
6.44 |
| High: |
6.44 |
| Low: |
6.44 |
| Previous Close: |
6.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.07% |
| 1 Month |
|
|
-2.72% |
| 3 Months |
|
|
+77.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.93 |
6.47 |
| 1M High / 1M Low: |
6.93 |
4.87 |
| 6M High / 6M Low: |
6.93 |
1.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.23% |
| Volatility 6M: |
|
128.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
