Goldman Sachs Call 400 NXPI 20.03.2026
/ DE000GG6Y9Y5
Goldman Sachs Call 400 NXPI 20.03.../ DE000GG6Y9Y5 /
25/09/2024 09:42:52 |
Chg.0.000 |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
400.00 USD |
20/03/2026 |
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: |
20/03/2026 |
Issue date: |
23/04/2024 |
Last trading day: |
19/03/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.34 |
Parity: |
-14.64 |
Time value: |
0.67 |
Break-even: |
364.13 |
Moneyness: |
0.59 |
Premium: |
0.73 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.07 |
Spread %: |
11.67% |
Delta: |
0.17 |
Theta: |
-0.02 |
Omega: |
5.39 |
Rho: |
0.44 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.45% |
1 Month |
|
|
-30.23% |
3 Months |
|
|
-59.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.580 |
1M High / 1M Low: |
1.010 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |