Goldman Sachs Call 375 NXPI 20.03.2026
/ DE000GG6YA11
Goldman Sachs Call 375 NXPI 20.03.../ DE000GG6YA11 /
| 8/1/2024 11:03:54 AM |
Chg.+0.06 |
Bid12:37:35 PM |
Ask12:37:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+4.08% |
1.61
Bid Size: 2,000 |
1.76
Ask Size: 2,000 |
NXP Semiconductors N... |
375.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
GG6YA1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
4/23/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-10.75 |
| Time value: |
1.67 |
| Break-even: |
363.16 |
| Moneyness: |
0.69 |
| Premium: |
0.52 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
4.38% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
4.42 |
| Rho: |
0.93 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.68% |
| 1 Month |
|
|
-22.34% |
| 3 Months |
|
|
-17.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.26 |
| 1M High / 1M Low: |
2.44 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
