Goldman Sachs Call 300 NXPI 18.10.2024
/ DE000GG9N464
Goldman Sachs Call 300 NXPI 18.10.../ DE000GG9N464 /
| 30/07/2024 11:15:25 |
Chg.-0.030 |
Bid16:24:19 |
Ask16:24:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
0.340
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
NXP Semiconductors N... |
300.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
GG9N46 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
17/06/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-4.33 |
| Time value: |
0.40 |
| Break-even: |
281.30 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.05 |
| Spread %: |
14.20% |
| Delta: |
0.20 |
| Theta: |
-0.07 |
| Omega: |
11.38 |
| Rho: |
0.09 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-53.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.270 |
| 1M High / 1M Low: |
1.430 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.898 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
