Goldman Sachs Call 230 AXP 18.06.2026
/ DE000GG4FLY3
Goldman Sachs Call 230 AXP 18.06..../ DE000GG4FLY3 /
2024-12-20 10:57:20 AM |
Chg.+0.19 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.34EUR |
+2.33% |
- Bid Size: - |
- Ask Size: - |
American Express Com... |
230.00 USD |
2026-06-18 |
Call |
Master data
WKN: |
GG4FLY |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 USD |
Maturity: |
2026-06-18 |
Issue date: |
2024-02-29 |
Last trading day: |
2026-06-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.94 |
Intrinsic value: |
6.58 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
6.58 |
Time value: |
2.40 |
Break-even: |
310.34 |
Moneyness: |
1.30 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.07 |
Spread %: |
0.79% |
Delta: |
0.82 |
Theta: |
-0.04 |
Omega: |
2.62 |
Rho: |
2.16 |
Quote data
Open: |
8.34 |
High: |
8.34 |
Low: |
8.34 |
Previous Close: |
8.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.15% |
1 Month |
|
|
+4.51% |
3 Months |
|
|
+38.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.16 |
8.15 |
1M High / 1M Low: |
9.50 |
7.98 |
6M High / 6M Low: |
9.50 |
3.64 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.12 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.90% |
Volatility 6M: |
|
82.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |