Goldman Sachs Call 400 NXPI 17.01.2025
/ DE000GG6BMW9
Goldman Sachs Call 400 NXPI 17.01.../ DE000GG6BMW9 /
| 07/06/2024 11:43:10 |
Chg.-0.090 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-23.08% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
400.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG6BMW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-11.83 |
| Time value: |
0.39 |
| Break-even: |
374.22 |
| Moneyness: |
0.68 |
| Premium: |
0.48 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.10 |
| Spread %: |
34.48% |
| Delta: |
0.12 |
| Theta: |
-0.04 |
| Omega: |
8.06 |
| Rho: |
0.17 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.270 |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
