Goldman Sachs Call 220 NXPI 19.07.2024
/ DE000GG6M9D3
Goldman Sachs Call 220 NXPI 19.07.../ DE000GG6M9D3 /
| 2024-05-31 9:49:20 AM |
Chg.-0.22 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
-4.38% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
220.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
GG6M9D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
4.62 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.31 |
| Parity: |
4.62 |
| Time value: |
0.49 |
| Break-even: |
253.89 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
3.02% |
| Delta: |
0.87 |
| Theta: |
-0.13 |
| Omega: |
4.22 |
| Rho: |
0.22 |
Quote data
| Open: |
4.80 |
| High: |
4.80 |
| Low: |
4.80 |
| Previous Close: |
5.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.09% |
| 1 Month |
|
|
+19.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.60 |
4.80 |
| 1M High / 1M Low: |
5.60 |
3.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
