Goldman Sachs Call 280 AXP 18.06..../  DE000GG4FLT3  /

EUWAX
12/23/2024  9:34:21 AM Chg.+0.61 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
5.87EUR +11.60% -
Bid Size: -
-
Ask Size: -
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: 5.08
Leverage: Yes

Calculated values

Fair value: 4.99
Intrinsic value: 2.26
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 2.26
Time value: 3.48
Break-even: 326.58
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 0.88%
Delta: 0.70
Theta: -0.04
Omega: 3.56
Rho: 2.17
 

Quote data

Open: 5.87
High: 5.87
Low: 5.87
Previous Close: 5.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.17%
1 Month
  -4.71%
3 Months  
+74.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.87 5.04
1M High / 1M Low: 6.25 5.04
6M High / 6M Low: 6.25 1.94
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.51
Avg. volume 1W:   0.00
Avg. price 1M:   5.87
Avg. volume 1M:   0.00
Avg. price 6M:   3.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.33%
Volatility 6M:   101.55%
Volatility 1Y:   -
Volatility 3Y:   -