Goldman Sachs Call 360 AXP 20.12.2024
/ DE000GJ51Y86
Goldman Sachs Call 360 AXP 20.12..../ DE000GJ51Y86 /
| 2024-11-19 9:44:22 AM |
Chg.0.000 |
Bid6:25:53 PM |
Ask6:25:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
0.00% |
0.008
Bid Size: 20,000 |
0.028
Ask Size: 20,000 |
American Express Com... |
360.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
GJ51Y8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-10-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
171.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.22 |
| Parity: |
-7.03 |
| Time value: |
0.16 |
| Break-even: |
341.37 |
| Moneyness: |
0.79 |
| Premium: |
0.27 |
| Premium p.a.: |
15.16 |
| Spread abs.: |
0.15 |
| Spread %: |
2,142.86% |
| Delta: |
0.09 |
| Theta: |
-0.11 |
| Omega: |
14.66 |
| Rho: |
0.02 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-83.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.013 |
0.010 |
| 1M High / 1M Low: |
0.020 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
485.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
