Goldman Sachs Call 375 NXPI 20.03.2026
/ DE000GG6YA11
Goldman Sachs Call 375 NXPI 20.03.../ DE000GG6YA11 /
| 7/8/2024 11:52:20 AM |
Chg.-0.07 |
Bid8:08:00 PM |
Ask8:08:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
-3.35% |
2.11
Bid Size: 5,000 |
2.18
Ask Size: 5,000 |
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: |
12.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-9.04 |
| Time value: |
2.07 |
| Break-even: |
367.10 |
| Moneyness: |
0.74 |
| Premium: |
0.43 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.20 |
| Spread %: |
10.70% |
| Delta: |
0.36 |
| Theta: |
-0.04 |
| Omega: |
4.39 |
| Rho: |
1.19 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.54% |
| 1 Month |
|
|
+3.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.88 |
| 1M High / 1M Low: |
2.32 |
1.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
