Goldman Sachs Call 240 AXP 20.03.2026
/ DE000GG4FMD5
Goldman Sachs Call 240 AXP 20.03..../ DE000GG4FMD5 /
| 10/11/2024 3:48:21 PM |
Chg.+0.03 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.71EUR |
+0.53% |
5.93
Bid Size: 5,000 |
5.96
Ask Size: 2,000 |
American Express Com... |
240.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
GG4FMD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
2/29/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.06 |
| Intrinsic value: |
3.31 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
3.31 |
| Time value: |
2.88 |
| Break-even: |
281.37 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
2.48% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
3.05 |
| Rho: |
1.82 |
Quote data
| Open: |
5.64 |
| High: |
5.71 |
| Low: |
5.64 |
| Previous Close: |
5.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.53% |
| 1 Month |
|
|
+27.46% |
| 3 Months |
|
|
+54.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.78 |
5.46 |
| 1M High / 1M Low: |
5.78 |
4.48 |
| 6M High / 6M Low: |
5.78 |
2.77 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.32% |
| Volatility 6M: |
|
94.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
