Goldman Sachs Put 260 AXP 20.09.2024
/ DE000GG7J5E3
Goldman Sachs Put 260 AXP 20.09.2.../ DE000GG7J5E3 /
| 9/13/2024 11:58:52 AM |
Chg.-0.200 |
Bid7:18:37 PM |
Ask7:18:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-25.64% |
0.390
Bid Size: 10,000 |
0.420
Ask Size: 3,000 |
American Express Com... |
260.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
4/26/2024 |
| Last trading day: |
9/19/2024 |
| 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: |
|
- |
