Goldman Sachs Call 240 AXP 16.01.2026
/ DE000GG4FBA4
Goldman Sachs Call 240 AXP 16.01..../ DE000GG4FBA4 /
08/08/2024 09:53:43 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
2.79EUR |
- |
- Bid Size: - |
- Ask Size: - |
American Express Com... |
240.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
GG4FBA |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 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: |
7.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
-1.02 |
Time value: |
2.94 |
Break-even: |
249.03 |
Moneyness: |
0.95 |
Premium: |
0.19 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.10 |
Spread %: |
3.52% |
Delta: |
0.57 |
Theta: |
-0.04 |
Omega: |
4.08 |
Rho: |
1.31 |
Quote data
Open: |
2.79 |
High: |
2.79 |
Low: |
2.79 |
Previous Close: |
3.10 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.96% |
1 Month |
|
|
-13.62% |
3 Months |
|
|
-21.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.82 |
2.79 |
1M High / 1M Low: |
4.35 |
2.79 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |