Goldman Sachs Call 270 AXP 20.03.2026
/ DE000GG4FLP1
Goldman Sachs Call 270 AXP 20.03..../ DE000GG4FLP1 /
| 02/08/2024 09:22:28 |
Chg.- |
Bid12:48:44 |
Ask12:48:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
- |
1.90
Bid Size: 5,000 |
2.00
Ask Size: 5,000 |
American Express Com... |
270.00 USD |
20/03/2026 |
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: |
20/03/2026 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-3.46 |
| Time value: |
2.21 |
| Break-even: |
269.56 |
| Moneyness: |
0.86 |
| Premium: |
0.27 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
4.74% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
4.50 |
| Rho: |
1.25 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
3.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.72% |
| 1 Month |
|
|
+14.17% |
| 3 Months |
|
|
+7.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.19 |
2.74 |
| 1M High / 1M Low: |
3.19 |
2.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
