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Soc. Generale Call 140 NXPI 17.01.../  DE000SV4W8Z2  /

EUWAX
01/08/2024  09:49:08 Chg.+0.49 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
11.06EUR +4.64% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 140.00 USD 17/01/2025 Call
 

Master data

WKN: SV4W8Z
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 17/01/2025
Issue date: 02/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.03
Leverage: Yes

Calculated values

Fair value: 11.18
Intrinsic value: 10.97
Implied volatility: 0.81
Historic volatility: 0.30
Parity: 10.97
Time value: 0.81
Break-even: 247.14
Moneyness: 1.85
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 0.86%
Delta: 0.92
Theta: -0.07
Omega: 1.87
Rho: 0.47
 

Quote data

Open: 11.06
High: 11.06
Low: 11.06
Previous Close: 10.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.49%
1 Month
  -4.57%
3 Months  
+7.07%
YTD  
+25.11%
1 Year  
+24.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.57 9.71
1M High / 1M Low: 12.92 9.49
6M High / 6M Low: 12.92 7.24
High (YTD): 17/07/2024 12.92
Low (YTD): 17/01/2024 6.67
52W High: 17/07/2024 12.92
52W Low: 30/10/2023 4.62
Avg. price 1W:   10.18
Avg. volume 1W:   0.00
Avg. price 1M:   11.53
Avg. volume 1M:   0.00
Avg. price 6M:   10.45
Avg. volume 6M:   0.00
Avg. price 1Y:   8.77
Avg. volume 1Y:   0.00
Volatility 1M:   98.42%
Volatility 6M:   73.53%
Volatility 1Y:   72.00%
Volatility 3Y:   -