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

Frankfurt Zert./SG
8/14/2024  10:07:26 AM Chg.-0.300 Bid9:59:23 PM Ask9:59:23 PM 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 12/20/2024 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: 12/20/2024
Issue date: 5/15/2023
Last trading day: 12/19/2024
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): 7/16/2024 13.920
Low (YTD): 1/17/2024 6.730
52W High: 7/16/2024 13.920
52W Low: 10/30/2023 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:   -