Goldman Sachs Call 400 AXP 16.01.2026
/ DE000GG7J078
Goldman Sachs Call 400 AXP 16.01..../ DE000GG7J078 /
| 11/19/2024 10:49:17 AM |
Chg.-0.070 |
Bid7:08:15 PM |
Ask7:08:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-9.86% |
0.680
Bid Size: 20,000 |
0.700
Ask Size: 20,000 |
American Express Com... |
400.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
GG7J07 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/26/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-10.80 |
| Time value: |
0.70 |
| Break-even: |
384.55 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
7.16 |
| Rho: |
0.50 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-28.09% |
| 3 Months |
|
|
+82.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.660 |
| 1M High / 1M Low: |
0.730 |
0.430 |
| 6M High / 6M Low: |
0.890 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.417 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.43% |
| Volatility 6M: |
|
163.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
