Goldman Sachs Call 230 AXP 16.01.2026
/ DE000GG4FCB0
Goldman Sachs Call 230 AXP 16.01..../ DE000GG4FCB0 /
| 9/13/2024 10:46:00 AM |
Chg.+0.05 |
Bid6:51:39 PM |
Ask6:51:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.76EUR |
+1.06% |
4.90
Bid Size: 5,000 |
4.93
Ask Size: 2,000 |
American Express Com... |
230.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
2/28/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
2.27 |
| Time value: |
2.67 |
| Break-even: |
257.00 |
| Moneyness: |
1.11 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
3.13% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
3.38 |
| Rho: |
1.58 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.76 |
| Previous Close: |
4.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.68% |
| 1 Month |
|
|
+26.60% |
| 3 Months |
|
|
+53.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.71 |
4.07 |
| 1M High / 1M Low: |
5.06 |
3.76 |
| 6M High / 6M Low: |
5.06 |
2.93 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.76% |
| Volatility 6M: |
|
98.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
