Goldman Sachs Call 230 AXP 18.06..../  DE000GG4FLY3  /

EUWAX
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:   -