Goldman Sachs Call 400 NXPI 20.06.2025
/ DE000GG6BDB2
Goldman Sachs Call 400 NXPI 20.06.../ DE000GG6BDB2 /
7/4/2024 9:14:11 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
- |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
400.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
GG6BDB |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
4/3/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.30 |
Parity: |
-11.30 |
Time value: |
0.87 |
Break-even: |
377.72 |
Moneyness: |
0.69 |
Premium: |
0.48 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.15 |
Spread %: |
20.83% |
Delta: |
0.21 |
Theta: |
-0.04 |
Omega: |
6.12 |
Rho: |
0.43 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.90% |
1 Month |
|
|
-16.16% |
3 Months |
|
|
+33.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.730 |
1M High / 1M Low: |
1.020 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.778 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.839 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |