Goldman Sachs Call 200 NXPI 21.06.2024
/ DE000GG7D3C8
Goldman Sachs Call 200 NXPI 21.06.../ DE000GG7D3C8 /
| 2024-05-31 10:21:54 AM |
Chg.-0.18 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.60EUR |
-2.65% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG7D3C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.78 |
| Intrinsic value: |
6.74 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
6.74 |
| Time value: |
0.04 |
| Break-even: |
252.45 |
| Moneyness: |
1.36 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.10 |
| Spread %: |
1.50% |
| Delta: |
1.00 |
| Theta: |
-0.03 |
| Omega: |
3.70 |
| Rho: |
0.11 |
Quote data
| Open: |
6.60 |
| High: |
6.60 |
| Low: |
6.60 |
| Previous Close: |
6.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+24.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.34 |
6.78 |
| 1M High / 1M Low: |
7.37 |
5.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
