Goldman Sachs Call 230 AXP 16.01.2026
/ DE000GG4FCB0
Goldman Sachs Call 230 AXP 16.01..../ DE000GG4FCB0 /
| 2024-11-19 9:24:42 AM |
Chg.-0.15 |
Bid6:25:41 PM |
Ask6:25:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.09EUR |
-2.07% |
7.09
Bid Size: 20,000 |
7.12
Ask Size: 20,000 |
American Express Com... |
230.00 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.41 |
| Intrinsic value: |
5.24 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
5.24 |
| Time value: |
1.94 |
| Break-even: |
288.89 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
2.13% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
3.05 |
| Rho: |
1.70 |
Quote data
| Open: |
7.09 |
| High: |
7.09 |
| Low: |
7.09 |
| Previous Close: |
7.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.97% |
| 1 Month |
|
|
-2.74% |
| 3 Months |
|
|
+57.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.54 |
7.14 |
| 1M High / 1M Low: |
7.54 |
5.69 |
| 6M High / 6M Low: |
7.54 |
2.93 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.87% |
| Volatility 6M: |
|
91.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
