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

Frankfurt Zert./SG
2024-07-31  8:18:28 AM Chg.-0.130 Bid8:53:55 AM Ask8:53:55 AM Underlying Strike price Expiration date Option type
10.460EUR -1.23% 10.600
Bid Size: 1,000		 11.930
Ask Size: 1,000		 NXP Semiconductors N... 140.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.13
Leverage: Yes

Calculated values

Fair value: 10.64
Intrinsic value: 10.46
Implied volatility: 0.75
Historic volatility: 0.30
Parity: 10.46
Time value: 0.55
Break-even: 239.50
Moneyness: 1.81
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.10
Spread %: 0.92%
Delta: 0.94
Theta: -0.06
Omega: 1.99
Rho: 0.43
 

Quote data

Open: 10.460
High: 10.460
Low: 10.460
Previous Close: 10.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -14.68%
3 Months
  -6.77%
YTD  
+20.23%
1 Year  
+21.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.120 10.340
1M High / 1M Low: 13.920 10.340
6M High / 6M Low: 13.920 7.230
High (YTD): 2024-07-16 13.920
Low (YTD): 2024-01-17 6.730
52W High: 2024-07-16 13.920
52W Low: 2023-10-30 4.540
Avg. price 1W:   10.720
Avg. volume 1W:   0.000
Avg. price 1M:   12.229
Avg. volume 1M:   0.000
Avg. price 6M:   10.874
Avg. volume 6M:   0.000
Avg. price 1Y:   8.944
Avg. volume 1Y:   0.000
Volatility 1M:   89.97%
Volatility 6M:   66.39%
Volatility 1Y:   67.96%
Volatility 3Y:   -