Goldman Sachs Call 280 AXP 18.06.2026
/ DE000GG4FLT3
Goldman Sachs Call 280 AXP 18.06..../ DE000GG4FLT3 /
10/15/2024 4:59:21 PM |
Chg.+0.11 |
Bid7:13:29 PM |
Ask7:13:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.38EUR |
+2.58% |
4.47 Bid Size: 20,000 |
4.49 Ask Size: 20,000 |
American Express Com... |
280.00 USD |
6/18/2026 |
Call |
Master data
WKN: |
GG4FLT |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 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: |
5.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
-0.32 |
Time value: |
4.43 |
Break-even: |
300.97 |
Moneyness: |
0.99 |
Premium: |
0.19 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.15 |
Spread %: |
3.50% |
Delta: |
0.62 |
Theta: |
-0.04 |
Omega: |
3.54 |
Rho: |
1.89 |
Quote data
Open: |
4.45 |
High: |
4.45 |
Low: |
4.38 |
Previous Close: |
4.27 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.09% |
1 Month |
|
|
+41.75% |
3 Months |
|
|
+75.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.27 |
3.85 |
1M High / 1M Low: |
4.27 |
3.28 |
6M High / 6M Low: |
4.27 |
1.81 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.76 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.67% |
Volatility 6M: |
|
103.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |