How can I get bold Greek letters with mathptmx?

How can I get bold Greek letters with mathptmx?

I'm currently using these packages in my document:
\usepackage{mathptmx}
\usepackage[margin=1.2in]{geometry}
\usepackage{fancyhdr}
\usepackage{amsmath, amsthm, amssymb, amsbsy}
\usepackage{graphicx}
\usepackage{hyperref}
\usepackage{enumerate}
\usepackage{enumitem}
\usepackage[utf8]{inputenc}
\usepackage[danish]{babel}
\usepackage[T1]{fontenc}
\usepackage{caption}
\usepackage{subcaption}
But when I try to use:
\boldsymbol{\sigma}
As and example, well, nothing happens. It's not bold. I've also tried \mathbf and such. But nothing happens.
I don't know if it is because I'm using the "Times New Roman"-like package ?
Can anyone help me out?