Goldman Sachs Call 350 NXPI 20.12.../  DE000GG9XRF1  /

EUWAX
11/11/2024  09:26:56 Chg.- Bid11:01:13 Ask11:01:13 Underlying Strike price Expiration date Option type
0.010EUR - -
Bid Size: -
-
Ask Size: -
NXP Semiconductors N... 350.00 USD 20/12/2024 Call
 

Master data

WKN: GG9XRF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 20/12/2024
Issue date: 21/06/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 276.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.35
Parity: -11.52
Time value: 0.08
Break-even: 329.00
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 64.12
Spread abs.: 0.07
Spread %: 1,183.33%
Delta: 0.04
Theta: -0.06
Omega: 11.51
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -80.00%
3 Months
  -92.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.060 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   582.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -