Goldman Sachs Call 290 AXP 20.03.2026
/ DE000GG5Q2L8
Goldman Sachs Call 290 AXP 20.03..../ DE000GG5Q2L8 /
| 07/02/2025 09:34:56 |
Chg.-0.06 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.72EUR |
-1.04% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
290.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG5Q2L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
27/03/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
2.59 |
| Time value: |
2.98 |
| Break-even: |
336.49 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
0.91% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
3.87 |
| Rho: |
1.77 |
Quote data
| Open: |
5.72 |
| High: |
5.72 |
| Low: |
5.72 |
| Previous Close: |
5.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.95% |
| 1 Month |
|
|
+28.25% |
| 3 Months |
|
|
+45.55% |
| YTD |
|
|
+23.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.78 |
5.38 |
| 1M High / 1M Low: |
6.32 |
4.28 |
| 6M High / 6M Low: |
6.32 |
1.76 |
| High (YTD): |
24/01/2025 |
6.32 |
| Low (YTD): |
13/01/2025 |
4.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.69% |
| Volatility 6M: |
|
102.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
