Goldman Sachs Call 270 AXP 16.01.2026
/ DE000GG4FAY6
Goldman Sachs Call 270 AXP 16.01..../ DE000GG4FAY6 /
| 2024-05-27 11:15:48 AM |
Chg.+0.12 |
Bid12:45:05 PM |
Ask12:45:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
+5.17% |
2.44
Bid Size: 5,000 |
2.54
Ask Size: 5,000 |
American Express Com... |
270.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
GG4FAY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 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: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-2.93 |
| Time value: |
2.46 |
| Break-even: |
273.53 |
| Moneyness: |
0.88 |
| Premium: |
0.25 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.50 |
| Theta: |
-0.03 |
| Omega: |
4.44 |
| Rho: |
1.39 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.27% |
| 1 Month |
|
|
-5.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.32 |
| 1M High / 1M Low: |
2.69 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
