Soc. Generale Call 140 NXPI 20.12.2024
/ DE000SV6CSE9
Soc. Generale Call 140 NXPI 20.12.../ DE000SV6CSE9 /
14/08/2024 10:07:26 |
Chg.-0.300 |
Bid21:59:23 |
Ask21:59:23 |
Underlying |
Strike price |
Expiration date |
Option type |
9.530EUR |
-3.05% |
9.520 Bid Size: 1,000 |
9.700 Ask Size: 1,000 |
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: |
2.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.73 |
Intrinsic value: |
9.57 |
Implied volatility: |
0.80 |
Historic volatility: |
0.33 |
Parity: |
9.57 |
Time value: |
0.58 |
Break-even: |
228.82 |
Moneyness: |
1.75 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.18 |
Spread %: |
1.81% |
Delta: |
0.93 |
Theta: |
-0.07 |
Omega: |
2.04 |
Rho: |
0.37 |
Quote data
Open: |
9.530 |
High: |
9.530 |
Low: |
9.530 |
Previous Close: |
9.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.46% |
1 Month |
|
|
-27.91% |
3 Months |
|
|
-20.91% |
YTD |
|
|
+9.54% |
1 Year |
|
|
+27.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.830 |
8.550 |
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: |
|
9.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.876 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.970 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.999 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
121.43% |
Volatility 6M: |
|
73.36% |
Volatility 1Y: |
|
71.60% |
Volatility 3Y: |
|
- |