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

EUWAX
2025-02-27  10:05:09 AM Chg.+0.28 Bid4:26:08 PM Ask4:26:08 PM Underlying Strike price Expiration date Option type
6.52EUR +4.49% 6.76
Bid Size: 20,000
6.81
Ask Size: 20,000
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: 4.39
Leverage: Yes

Calculated values

Fair value: 5.67
Intrinsic value: 4.40
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 4.40
Time value: 2.03
Break-even: 302.67
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.47%
Delta: 0.78
Theta: -0.05
Omega: 3.42
Rho: 1.64
 

Quote data

Open: 6.52
High: 6.52
Low: 6.52
Previous Close: 6.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.44%
1 Month
  -20.87%
3 Months
  -14.77%
YTD
  -8.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.28 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:   6.64
Avg. volume 1W:   0.00
Avg. price 1M:   7.72
Avg. volume 1M:   0.00
Avg. price 6M:   6.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.13%
Volatility 6M:   83.67%
Volatility 1Y:   -
Volatility 3Y:   -