Goldman Sachs Call 260 AXP 16.01.2026
/ DE000GG4FAZ3
Goldman Sachs Call 260 AXP 16.01..../ DE000GG4FAZ3 /
| 2024-06-17 10:19:22 AM |
Chg.+0.15 |
Bid7:52:37 PM |
Ask7:52:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+8.06% |
2.12
Bid Size: 20,000 |
2.13
Ask Size: 20,000 |
American Express Com... |
260.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG4FAZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-3.29 |
| Time value: |
2.06 |
| Break-even: |
263.53 |
| Moneyness: |
0.86 |
| Premium: |
0.25 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.48% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
4.71 |
| Rho: |
1.21 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.94% |
| 1 Month |
|
|
-32.09% |
| 3 Months |
|
|
-6.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
1.86 |
| 1M High / 1M Low: |
3.03 |
1.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
