Goldman Sachs Call 250 AXP 16.01.2026
/ DE000GG24G69
Goldman Sachs Call 250 AXP 16.01..../ DE000GG24G69 /
| 2025-01-02 10:36:58 AM |
Chg.-0.19 |
Bid3:36:08 PM |
Ask3:36:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.61EUR |
-2.79% |
6.57
Bid Size: 20,000 |
6.64
Ask Size: 20,000 |
American Express Com... |
250.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG24G6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.87 |
| Intrinsic value: |
4.52 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
4.52 |
| Time value: |
2.21 |
| Break-even: |
308.82 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
1.51% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
3.31 |
| Rho: |
1.61 |
Quote data
| Open: |
6.61 |
| High: |
6.61 |
| Low: |
6.61 |
| Previous Close: |
6.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
-8.83% |
| 3 Months |
|
|
+50.23% |
| YTD |
|
|
-2.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.02 |
6.80 |
| 1M High / 1M Low: |
7.25 |
6.00 |
| 6M High / 6M Low: |
7.36 |
2.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.16% |
| Volatility 6M: |
|
104.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
