Goldman Sachs Call 230 AXP 16.01.2026
/ DE000GG4FCB0
Goldman Sachs Call 230 AXP 16.01..../ DE000GG4FCB0 /
12/07/2024 10:47:47 |
Chg.+0.02 |
Bid12:04:23 |
Ask12:04:23 |
Underlying |
Strike price |
Expiration date |
Option type |
3.97EUR |
+0.51% |
3.97 Bid Size: 5,000 |
4.07 Ask Size: 5,000 |
American Express Com... |
230.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
GG4FCB |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
28/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.06 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
0.80 |
Time value: |
3.15 |
Break-even: |
251.01 |
Moneyness: |
1.04 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
2.07% |
Delta: |
0.67 |
Theta: |
-0.04 |
Omega: |
3.72 |
Rho: |
1.63 |
Quote data
Open: |
3.97 |
High: |
3.97 |
Low: |
3.97 |
Previous Close: |
3.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.75% |
1 Month |
|
|
+24.45% |
3 Months |
|
|
+22.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.95 |
3.70 |
1M High / 1M Low: |
3.95 |
2.93 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |