Goldman Sachs Call 230 AXP 20.03.2026
/ DE000GG4FM61
Goldman Sachs Call 230 AXP 20.03..../ DE000GG4FM61 /
| 25/06/2024 11:19:13 |
Chg.+0.07 |
Bid14:51:25 |
Ask14:51:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
+1.89% |
3.75
Bid Size: 5,000 |
3.85
Ask Size: 5,000 |
American Express Com... |
230.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG4FM6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.14 |
| Time value: |
3.63 |
| Break-even: |
252.01 |
| Moneyness: |
1.01 |
| Premium: |
0.17 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
3.69 |
| Rho: |
1.76 |
Quote data
| Open: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
3.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.80% |
| 1 Month |
|
|
-10.24% |
| 3 Months |
|
|
+3.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.70 |
3.53 |
| 1M High / 1M Low: |
4.42 |
3.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
