Goldman Sachs Call 260 NXPI 19.07.2024
/ DE000GG74QX2
Goldman Sachs Call 260 NXPI 19.07.../ DE000GG74QX2 /
| 7/15/2024 12:36:46 PM |
Chg.- |
Bid9:02:09 AM |
Ask9:02:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
- |
2.15
Bid Size: 2,000 |
-
Ask Size: - |
NXP Semiconductors N... |
260.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
GG74QX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.30 |
| Parity: |
1.42 |
| Time value: |
0.54 |
| Break-even: |
258.45 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
5.98 |
| Spread abs.: |
0.07 |
| Spread %: |
3.70% |
| Delta: |
0.72 |
| Theta: |
-1.22 |
| Omega: |
9.24 |
| Rho: |
0.02 |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.14% |
| 1 Month |
|
|
+46.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.58 |
| 1M High / 1M Low: |
2.24 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
