Goldman Sachs Call 400 NXPI 20.03.2026
/ DE000GG6Y9Y5
Goldman Sachs Call 400 NXPI 20.03.../ DE000GG6Y9Y5 /
| 2024-06-24 9:06:58 AM |
Chg.+0.18 |
Bid10:45:17 AM |
Ask10:45:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+12.68% |
1.60
Bid Size: 2,000 |
1.75
Ask Size: 1,000 |
NXP Semiconductors N... |
400.00 USD |
2026-03-20 |
Call |
Master data
| WKN: |
GG6Y9Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2026-03-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2026-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-12.23 |
| Time value: |
1.79 |
| Break-even: |
392.16 |
| Moneyness: |
0.67 |
| Premium: |
0.56 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.20 |
| Spread %: |
12.58% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
4.30 |
| Rho: |
1.03 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.63% |
| 1 Month |
|
|
-8.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.42 |
| 1M High / 1M Low: |
1.86 |
1.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
