Goldman Sachs Call 250 NXPI 20.09.2024
/ DE000GG6BEX4
Goldman Sachs Call 250 NXPI 20.09.../ DE000GG6BEX4 /
| 6/7/2024 11:42:33 AM |
Chg.-0.14 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
-4.47% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
250.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG6BEX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
2.06 |
| Time value: |
1.03 |
| Break-even: |
262.35 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
1.64% |
| Delta: |
0.73 |
| Theta: |
-0.09 |
| Omega: |
5.99 |
| Rho: |
0.44 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
3.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.33% |
| 1 Month |
|
|
+20.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.23 |
2.81 |
| 1M High / 1M Low: |
3.89 |
2.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
