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Goldman Sachs Put 250 AXP 16.01.2.../  DE000GG2YHL3  /

EUWAX
31/01/2025  19:33:55 Chg.-0.010 Bid21:36:43 Ask21:36:43 Underlying Strike price Expiration date Option type
0.690EUR -1.43% 0.710
Bid Size: 20,000		 0.730
Ask Size: 20,000		 American Express Com... 250.00 USD 16/01/2026 Put
 

Master data

WKN: GG2YHL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 16/01/2026
Issue date: 01/02/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.26
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -6.63
Time value: 0.87
Break-even: 231.76
Moneyness: 0.78
Premium: 0.24
Premium p.a.: 0.26
Spread abs.: 0.20
Spread %: 29.85%
Delta: -0.15
Theta: -0.03
Omega: -5.37
Rho: -0.53
 

Quote data

Open: 0.670
High: 0.690
Low: 0.670
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.29%
1 Month
  -37.27%
3 Months
  -58.68%
YTD
  -37.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.620
1M High / 1M Low: 1.270 0.620
6M High / 6M Low: 3.610 0.620
High (YTD): 13/01/2025 1.270
Low (YTD): 24/01/2025 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.930
Avg. volume 1M:   0.000
Avg. price 6M:   1.708
Avg. volume 6M:   .595
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.12%
Volatility 6M:   121.16%
Volatility 1Y:   -
Volatility 3Y:   -