Goldman Sachs Call 220 AXP 20.09.2024
/ DE000GG0NA28
Goldman Sachs Call 220 AXP 20.09..../ DE000GG0NA28 /
| 8/8/2024 10:12:54 AM |
Chg.-0.41 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-23.03% |
-
Bid Size: - |
-
Ask Size: - |
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: |
13.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.81 |
| Time value: |
0.70 |
| Break-even: |
216.43 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
7.09% |
| Delta: |
0.66 |
| Theta: |
-0.12 |
| Omega: |
9.16 |
| Rho: |
0.15 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.86% |
| 1 Month |
|
|
-32.84% |
| 3 Months |
|
|
-41.45% |
| YTD |
|
|
+136.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.33 |
1.62 |
| 1M High / 1M Low: |
3.45 |
1.62 |
| 6M High / 6M Low: |
3.45 |
1.21 |
| High (YTD): |
7/31/2024 |
3.45 |
| Low (YTD): |
1/18/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
24 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.05% |
| Volatility 6M: |
|
172.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
