Goldman Sachs Call 400 NXPI 20.06.2025
/ DE000GG6BDB2
Goldman Sachs Call 400 NXPI 20.06.../ DE000GG6BDB2 /
| 2024-05-24 10:21:16 AM |
Chg.-0.150 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-13.76% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
400.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-12.00 |
| Time value: |
0.94 |
| Break-even: |
379.37 |
| Moneyness: |
0.68 |
| Premium: |
0.52 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.07 |
| Spread %: |
8.05% |
| Delta: |
0.21 |
| Theta: |
-0.04 |
| Omega: |
5.71 |
| Rho: |
0.48 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.99% |
| 1 Month |
|
|
+113.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.780 |
| 1M High / 1M Low: |
1.090 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
