Goldman Sachs Call 400 NXPI 16.01.2026
/ DE000GG6BM55
Goldman Sachs Call 400 NXPI 16.01.../ DE000GG6BM55 /
| 29/07/2024 09:24:24 |
Chg.- |
Bid09:14:19 |
Ask09:14:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
- |
1.08
Bid Size: 3,000 |
-
Ask Size: - |
NXP Semiconductors N... |
400.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
GG6BM5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
03/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-13.57 |
| Time value: |
1.14 |
| Break-even: |
381.11 |
| Moneyness: |
0.63 |
| Premium: |
0.63 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.07 |
| Spread %: |
6.54% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
4.83 |
| Rho: |
0.64 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
0.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.49% |
| 1 Month |
|
|
-21.01% |
| 3 Months |
|
|
-24.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
0.92 |
| 1M High / 1M Low: |
1.90 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
