Goldman Sachs Call 240 AXP 20.09.2024
/ DE000GG0N1B9
Goldman Sachs Call 240 AXP 20.09..../ DE000GG0N1B9 /
| 9/13/2024 12:06:10 PM |
Chg.+0.18 |
Bid5:07:28 PM |
Ask5:07:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+13.43% |
1.75
Bid Size: 10,000 |
1.78
Ask Size: 3,000 |
American Express Com... |
240.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG0N1B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.21 |
| Parity: |
1.37 |
| Time value: |
0.31 |
| Break-even: |
233.43 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.15 |
| Spread %: |
9.80% |
| Delta: |
0.77 |
| Theta: |
-0.47 |
| Omega: |
10.51 |
| Rho: |
0.03 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.81% |
| 1 Month |
|
|
+123.53% |
| 3 Months |
|
|
+198.04% |
| YTD |
|
|
+462.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.74 |
| 1M High / 1M Low: |
1.99 |
0.68 |
| 6M High / 6M Low: |
1.99 |
0.43 |
| High (YTD): |
8/30/2024 |
1.99 |
| Low (YTD): |
1/18/2024 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
43.31 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
430.73% |
| Volatility 6M: |
|
298.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
