Goldman Sachs Call 400 AXP 21.03.2025
/ DE000GG7J6D3
Goldman Sachs Call 400 AXP 21.03..../ DE000GG7J6D3 /
| 19/11/2024 10:49:18 |
Chg.0.000 |
Bid16:49:54 |
Ask16:49:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
0.00% |
0.042
Bid Size: 20,000 |
0.062
Ask Size: 20,000 |
American Express Com... |
400.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
GG7J6D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
434.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-10.80 |
| Time value: |
0.06 |
| Break-even: |
378.17 |
| Moneyness: |
0.71 |
| Premium: |
0.40 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.03 |
| Spread %: |
93.75% |
| Delta: |
0.04 |
| Theta: |
-0.02 |
| Omega: |
15.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.040 |
| 1M High / 1M Low: |
0.060 |
0.029 |
| 6M High / 6M Low: |
0.100 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.044 |
| Avg. volume 6M: |
|
3.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.19% |
| Volatility 6M: |
|
287.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
