Goldman Sachs Call 200 AXP 20.03.2026
/ DE000GG4FMC7
Goldman Sachs Call 200 AXP 20.03..../ DE000GG4FMC7 /
| 6/10/2024 10:52:25 AM |
Chg.-0.01 |
Bid3:30:55 PM |
Ask3:30:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.48EUR |
-0.18% |
5.51
Bid Size: 5,000 |
5.53
Ask Size: 5,000 |
American Express Com... |
200.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
GG4FMC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
2/29/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
3.03 |
| Time value: |
2.49 |
| Break-even: |
240.75 |
| Moneyness: |
1.16 |
| Premium: |
0.12 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
3.03 |
| Rho: |
1.99 |
Quote data
| Open: |
5.48 |
| High: |
5.48 |
| Low: |
5.48 |
| Previous Close: |
5.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
-11.47% |
| 3 Months |
|
|
+10.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.11 |
5.49 |
| 1M High / 1M Low: |
6.46 |
5.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
