Goldman Sachs Call 220 AXP 18.06.2026
/ DE000GG4FM12
Goldman Sachs Call 220 AXP 18.06..../ DE000GG4FM12 /
| 2024-05-27 9:23:13 AM |
Chg.+0.16 |
Bid12:31:11 PM |
Ask12:31:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.15EUR |
+3.21% |
5.14
Bid Size: 5,000 |
5.29
Ask Size: 5,000 |
American Express Com... |
220.00 USD |
2026-06-18 |
Call |
Master data
| WKN: |
GG4FM1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2026-06-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2026-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.21 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.68 |
| Time value: |
3.48 |
| Break-even: |
254.43 |
| Moneyness: |
1.08 |
| Premium: |
0.16 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.58% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.07 |
| Rho: |
2.20 |
Quote data
| Open: |
5.15 |
| High: |
5.15 |
| Low: |
5.15 |
| Previous Close: |
4.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
-2.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.44 |
4.99 |
| 1M High / 1M Low: |
5.56 |
4.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.23 |
| Avg. volume 1M: |
|
2.47 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
