Soc. Generale Call 140 NXPI 20.12.../  DE000SV6CSE9  /

Frankfurt Zert./SG
15/08/2024  10:04:21 Chg.-0.310 Bid18:31:28 Ask18:31:28 Underlying Strike price Expiration date Option type
9.220EUR -3.25% 10.450
Bid Size: 40,000
10.600
Ask Size: 40,000
NXP Semiconductors N... 140.00 USD 20/12/2024 Call
 

Master data

WKN: SV6CSE
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 20/12/2024
Issue date: 15/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 9.45
Intrinsic value: 9.29
Implied volatility: 0.73
Historic volatility: 0.33
Parity: 9.29
Time value: 0.47
Break-even: 224.74
Moneyness: 1.73
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.18
Spread %: 1.88%
Delta: 0.94
Theta: -0.06
Omega: 2.11
Rho: 0.38
 

Quote data

Open: 9.220
High: 9.220
Low: 9.220
Previous Close: 9.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.46%
1 Month
  -31.40%
3 Months
  -25.40%
YTD  
+5.98%
1 Year  
+30.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.830 9.250
1M High / 1M Low: 13.920 8.550
6M High / 6M Low: 13.920 7.460
High (YTD): 16/07/2024 13.920
Low (YTD): 17/01/2024 6.730
52W High: 16/07/2024 13.920
52W Low: 30/10/2023 4.540
Avg. price 1W:   9.552
Avg. volume 1W:   0.000
Avg. price 1M:   10.818
Avg. volume 1M:   0.000
Avg. price 6M:   10.972
Avg. volume 6M:   0.000
Avg. price 1Y:   9.007
Avg. volume 1Y:   0.000
Volatility 1M:   118.67%
Volatility 6M:   73.49%
Volatility 1Y:   71.45%
Volatility 3Y:   -