Goldman Sachs Put 250 AXP 20.09.2024
/ DE000GG5P665
Goldman Sachs Put 250 AXP 20.09.2.../ DE000GG5P665 /
| 9/13/2024 11:58:11 AM |
Chg.-0.110 |
Bid4:57:39 PM |
Ask4:57:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-37.93% |
0.110
Bid Size: 10,000 |
0.140
Ask Size: 3,000 |
American Express Com... |
250.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
GG5P66 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-101.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-0.46 |
| Time value: |
0.23 |
| Break-even: |
223.38 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
3.68 |
| Spread abs.: |
0.05 |
| Spread %: |
28.25% |
| Delta: |
-0.32 |
| Theta: |
-0.27 |
| Omega: |
-32.23 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.00% |
| 1 Month |
|
|
-86.36% |
| 3 Months |
|
|
-92.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.290 |
| 1M High / 1M Low: |
1.320 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
737.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
