Goldman Sachs Call 270 AXP 20.03.2026
/ DE000GG4FLP1
Goldman Sachs Call 270 AXP 20.03..../ DE000GG4FLP1 /
| 2024-11-19 9:57:39 AM |
Chg.-0.17 |
Bid9:18:13 PM |
Ask9:18:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.84EUR |
-3.39% |
4.86
Bid Size: 20,000 |
4.88
Ask Size: 20,000 |
American Express Com... |
270.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
GG4FLP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 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: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
1.47 |
| Time value: |
3.40 |
| Break-even: |
303.55 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.62% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
3.74 |
| Rho: |
1.77 |
Quote data
| Open: |
4.84 |
| High: |
4.84 |
| Low: |
4.84 |
| Previous Close: |
5.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-9.36% |
| 3 Months |
|
|
+70.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.15 |
4.89 |
| 1M High / 1M Low: |
5.15 |
3.78 |
| 6M High / 6M Low: |
5.34 |
1.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.86% |
| Volatility 6M: |
|
102.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
