Goldman Sachs Call 400 NXPI 20.06.2025
/ DE000GG6BDB2
Goldman Sachs Call 400 NXPI 20.06.../ DE000GG6BDB2 /
| 6/27/2024 10:18:58 AM |
Chg.-0.100 |
Bid11:55:50 AM |
Ask11:55:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-11.90% |
0.740
Bid Size: 5,000 |
0.940
Ask Size: 2,000 |
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: |
30.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-12.15 |
| Time value: |
0.83 |
| Break-even: |
382.84 |
| Moneyness: |
0.68 |
| Premium: |
0.51 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.07 |
| Spread %: |
9.21% |
| Delta: |
0.20 |
| Theta: |
-0.04 |
| Omega: |
6.03 |
| Rho: |
0.41 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.68% |
| 1 Month |
|
|
-26.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.730 |
| 1M High / 1M Low: |
1.020 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
