Goldman Sachs Call 220 NXPI 20.09.2024
/ DE000GG6GLS8
Goldman Sachs Call 220 NXPI 20.09.../ DE000GG6GLS8 /
| 2024-06-07 9:55:28 AM |
Chg.-0.58 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.19EUR |
-10.05% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
GG6GLS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.18 |
| Intrinsic value: |
4.83 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
4.83 |
| Time value: |
0.50 |
| Break-even: |
256.97 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
1.33% |
| Delta: |
0.89 |
| Theta: |
-0.06 |
| Omega: |
4.21 |
| Rho: |
0.49 |
Quote data
| Open: |
5.19 |
| High: |
5.19 |
| Low: |
5.19 |
| Previous Close: |
5.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+14.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.77 |
4.89 |
| 1M High / 1M Low: |
5.91 |
4.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
