Goldman Sachs Put 260 AXP 20.09.2024
/ DE000GG7J5E3
Goldman Sachs Put 260 AXP 20.09.2.../ DE000GG7J5E3 /
13/09/2024 11:58:52 |
Chg.-0.200 |
Bid18:48:32 |
Ask18:48:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-25.64% |
0.450 Bid Size: 10,000 |
0.480 Ask Size: 3,000 |
American Express Com... |
260.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
26/04/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
0.44 |
Time value: |
0.22 |
Break-even: |
228.08 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.10 |
Spread %: |
17.86% |
Delta: |
-0.65 |
Theta: |
-0.26 |
Omega: |
-22.65 |
Rho: |
-0.03 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.41% |
1 Month |
|
|
-71.98% |
3 Months |
|
|
-82.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
0.780 |
1M High / 1M Low: |
2.070 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
526.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |