Goldman Sachs Call 250 AXP 20.03..../  DE000GG4FME3  /

EUWAX
2025-02-26  10:06:22 AM Chg.+0.14 Bid11:06:31 AM Ask11:06:31 AM Underlying Strike price Expiration date Option type
6.24EUR +2.30% 6.29
Bid Size: 5,000
6.44
Ask Size: 5,000
American Express Com... 250.00 USD 2026-03-20 Call
 

Master data

WKN: GG4FME
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 2026-03-20
Issue date: 2024-02-29
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.50
Leverage: Yes

Calculated values

Fair value: 5.44
Intrinsic value: 4.12
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 4.12
Time value: 2.07
Break-even: 299.54
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.49%
Delta: 0.77
Theta: -0.05
Omega: 3.47
Rho: 1.62
 

Quote data

Open: 6.24
High: 6.24
Low: 6.24
Previous Close: 6.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.69%
1 Month
  -31.43%
3 Months
  -18.86%
YTD
  -12.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.77 6.10
1M High / 1M Low: 8.61 6.10
6M High / 6M Low: 9.10 3.39
High (YTD): 2025-01-24 9.10
Low (YTD): 2025-02-25 6.10
52W High: - -
52W Low: - -
Avg. price 1W:   6.95
Avg. volume 1W:   0.00
Avg. price 1M:   7.78
Avg. volume 1M:   0.00
Avg. price 6M:   6.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.20%
Volatility 6M:   83.85%
Volatility 1Y:   -
Volatility 3Y:   -