Goldman Sachs Call 270 AXP 18.06.2026
/ DE000GG4FLS5
Goldman Sachs Call 270 AXP 18.06..../ DE000GG4FLS5 /
| 7/9/2024 10:34:35 AM |
Chg.- |
Bid9:23:11 AM |
Ask9:23:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
- |
2.70
Bid Size: 5,000 |
-
Ask Size: - |
American Express Com... |
270.00 USD |
6/18/2026 |
Call |
Master data
| WKN: |
GG4FLS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
6/18/2026 |
| Issue date: |
2/29/2024 |
| Last trading day: |
6/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-2.98 |
| Time value: |
2.87 |
| Break-even: |
278.37 |
| Moneyness: |
0.88 |
| Premium: |
0.27 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
5.51% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
3.97 |
| Rho: |
1.66 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.88% |
| 1 Month |
|
|
+0.38% |
| 3 Months |
|
|
+7.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.61 |
| 1M High / 1M Low: |
2.69 |
2.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
