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Goldman Sachs Call 250 AXP 16.01..../  DE000GG24G69  /

EUWAX
31/01/2025  18:30:43 Chg.+0.06 Bid22:00:23 Ask22:00:23 Underlying Strike price Expiration date Option type
8.01EUR +0.75% -
Bid Size: -		 -
Ask Size: -		 American Express Com... 250.00 USD 16/01/2026 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: 16/01/2026
Issue date: 25/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 7.44
Intrinsic value: 6.50
Implied volatility: 0.34
Historic volatility: 0.22
Parity: 6.50
Time value: 1.70
Break-even: 322.99
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.20
Spread %: 2.50%
Delta: 0.83
Theta: -0.05
Omega: 3.10
Rho: 1.65
 

Quote data

Open: 8.01
High: 8.01
Low: 8.01
Previous Close: 7.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.35%
1 Month  
+17.79%
3 Months  
+75.27%
YTD  
+17.79%
1 Year  
+400.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.12 7.93
1M High / 1M Low: 8.74 6.26
6M High / 6M Low: 8.74 2.39
High (YTD): 24/01/2025 8.74
Low (YTD): 13/01/2025 6.26
52W High: 24/01/2025 8.74
52W Low: 01/02/2024 1.60
Avg. price 1W:   7.99
Avg. volume 1W:   0.00
Avg. price 1M:   7.52
Avg. volume 1M:   0.00
Avg. price 6M:   5.34
Avg. volume 6M:   0.00
Avg. price 1Y:   4.03
Avg. volume 1Y:   0.00
Volatility 1M:   71.84%
Volatility 6M:   102.10%
Volatility 1Y:   96.84%
Volatility 3Y:   -