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

EUWAX
14/11/2024  09:35:37 Chg.-0.05 Bid15:15:05 Ask15:15:05 Underlying Strike price Expiration date Option type
7.75EUR -0.64% 7.79
Bid Size: 1,000		 8.18
Ask Size: 1,000		 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: 2.63
Leverage: Yes

Calculated values

Fair value: 7.82
Intrinsic value: 7.75
Implied volatility: 0.74
Historic volatility: 0.35
Parity: 7.75
Time value: 0.22
Break-even: 212.20
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 0.89%
Delta: 0.95
Theta: -0.06
Omega: 2.51
Rho: 0.21
 

Quote data

Open: 7.75
High: 7.75
Low: 7.75
Previous Close: 7.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.46%
1 Month
  -12.13%
3 Months
  -19.19%
YTD
  -12.33%
1 Year  
+26.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.87 7.80
1M High / 1M Low: 10.26 6.98
6M High / 6M Low: 12.92 6.98
High (YTD): 17/07/2024 12.92
Low (YTD): 17/01/2024 6.67
52W High: 17/07/2024 12.92
52W Low: 14/11/2023 6.12
Avg. price 1W:   8.40
Avg. volume 1W:   0.00
Avg. price 1M:   8.73
Avg. volume 1M:   0.00
Avg. price 6M:   10.11
Avg. volume 6M:   0.00
Avg. price 1Y:   9.38
Avg. volume 1Y:   0.00
Volatility 1M:   119.63%
Volatility 6M:   97.57%
Volatility 1Y:   85.55%
Volatility 3Y:   -