Goldman Sachs Call 290 AXP 20.03.2026
/ DE000GG5Q2L8
Goldman Sachs Call 290 AXP 20.03..../ DE000GG5Q2L8 /
| 15/11/2024 09:34:07 |
Chg.-0.13 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.87EUR |
-3.25% |
-
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: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.30 |
| Time value: |
3.98 |
| Break-even: |
315.26 |
| Moneyness: |
0.99 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.76% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
4.12 |
| Rho: |
1.66 |
Quote data
| Open: |
3.87 |
| High: |
3.87 |
| Low: |
3.87 |
| Previous Close: |
4.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.53% |
| 1 Month |
|
|
-1.78% |
| 3 Months |
|
|
+78.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.11 |
3.87 |
| 1M High / 1M Low: |
4.23 |
2.96 |
| 6M High / 6M Low: |
4.23 |
1.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.53% |
| Volatility 6M: |
|
113.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
