Goldman Sachs Put 260 AXP 20.09.2024
/ DE000GG7J5E3
Goldman Sachs Put 260 AXP 20.09.2.../ DE000GG7J5E3 /
2024-07-12 10:05:18 AM |
Chg.-0.02 |
Bid10:19:59 AM |
Ask10:19:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.09EUR |
-0.95% |
2.03 Bid Size: 10,000 |
2.13 Ask Size: 10,000 |
American Express Com... |
260.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
GG7J5E |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.96 |
Intrinsic value: |
1.95 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
1.95 |
Time value: |
0.32 |
Break-even: |
216.40 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.10 |
Spread %: |
4.61% |
Delta: |
-0.71 |
Theta: |
-0.05 |
Omega: |
-6.86 |
Rho: |
-0.34 |
Quote data
Open: |
2.09 |
High: |
2.09 |
Low: |
2.09 |
Previous Close: |
2.11 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.44% |
1 Month |
|
|
-37.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.37 |
2.11 |
1M High / 1M Low: |
3.68 |
2.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |