Goldman Sachs Call 400 NXPI 20.03.2026
/ DE000GG6Y9Y5
Goldman Sachs Call 400 NXPI 20.03.../ DE000GG6Y9Y5 /
| 28/06/2024 09:14:04 |
Chg.-0.04 |
Bid28/06/2024 |
Ask28/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-2.72% |
1.43
Bid Size: 3,000 |
-
Ask Size: - |
NXP Semiconductors N... |
400.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
GG6Y9Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
23/04/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-12.56 |
| Time value: |
1.47 |
| Break-even: |
388.26 |
| Moneyness: |
0.66 |
| Premium: |
0.57 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.07 |
| Spread %: |
5.00% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
4.65 |
| Rho: |
0.93 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.70% |
| 1 Month |
|
|
-21.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.42 |
| 1M High / 1M Low: |
1.86 |
1.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
