Goldman Sachs Call 270 AXP 16.01.2026
/ DE000GG4FAY6
Goldman Sachs Call 270 AXP 16.01..../ DE000GG4FAY6 /
| 11/10/2024 14:34:48 |
Chg.+0.05 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.76EUR |
+1.35% |
3.96
Bid Size: 5,000 |
3.99
Ask Size: 2,000 |
American Express Com... |
270.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG4FAY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
28/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.56 |
| Time value: |
3.64 |
| Break-even: |
288.91 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
3.70% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
3.84 |
| Rho: |
1.51 |
Quote data
| Open: |
3.66 |
| High: |
3.76 |
| Low: |
3.66 |
| Previous Close: |
3.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.43% |
| 1 Month |
|
|
+30.56% |
| 3 Months |
|
|
+63.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
3.55 |
| 1M High / 1M Low: |
3.89 |
2.88 |
| 6M High / 6M Low: |
3.89 |
1.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.04% |
| Volatility 6M: |
|
117.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
