Goldman Sachs Call 220 AXP 20.09.2024
/ DE000GG0NA28
Goldman Sachs Call 220 AXP 20.09..../ DE000GG0NA28 /
| 7/11/2024 11:39:23 AM |
Chg.- |
Bid10:11:32 AM |
Ask10:11:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
- |
2.35
Bid Size: 10,000 |
2.45
Ask Size: 10,000 |
American Express Com... |
220.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG0NA2 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.72 |
| Time value: |
0.56 |
| Break-even: |
225.12 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
3.17% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
7.41 |
| Rho: |
0.28 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.10% |
| 1 Month |
|
|
+59.03% |
| 3 Months |
|
|
+43.13% |
| YTD |
|
|
+294.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.02 |
| 1M High / 1M Low: |
2.29 |
1.21 |
| 6M High / 6M Low: |
2.87 |
0.34 |
| High (YTD): |
5/20/2024 |
2.87 |
| Low (YTD): |
1/18/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
142.86 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
23.81 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.11% |
| Volatility 6M: |
|
183.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
