Goldman Sachs Call 240 NXPI 20.09.2024
/ DE000GG6DHH6
Goldman Sachs Call 240 NXPI 20.09.../ DE000GG6DHH6 /
| 27/06/2024 10:38:00 |
Chg.-0.27 |
Bid11:28:06 |
Ask11:28:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.40EUR |
-7.36% |
3.41
Bid Size: 2,000 |
3.51
Ask Size: 2,000 |
NXP Semiconductors N... |
240.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
GG6DHH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
2.83 |
| Time value: |
0.64 |
| Break-even: |
259.42 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
1.46% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
5.91 |
| Rho: |
0.40 |
Quote data
| Open: |
3.40 |
| High: |
3.40 |
| Low: |
3.40 |
| Previous Close: |
3.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
-21.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
3.07 |
| 1M High / 1M Low: |
4.50 |
3.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
