Goldman Sachs Put 240 AXP 21.06.2024
/ DE000GG520Q0
Goldman Sachs Put 240 AXP 21.06.2.../ DE000GG520Q0 /
| 6/7/2024 11:34:07 AM |
Chg.+0.060 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+9.23% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
240.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
GG520Q |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.68 |
| Time value: |
0.12 |
| Break-even: |
214.19 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
6.67% |
| Delta: |
-0.74 |
| Theta: |
-0.10 |
| Omega: |
-19.87 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.48% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.380 |
| 1M High / 1M Low: |
0.710 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
