Soc. Generale Call 140 NXPI 20.12.2024
/ DE000SV6CSE9
Soc. Generale Call 140 NXPI 20.12.../ DE000SV6CSE9 /
| 2024-06-28 3:35:41 PM |
Chg.+0.140 |
Bid4:04:13 PM |
Ask4:04:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.130EUR |
+1.17% |
12.590
Bid Size: 40,000 |
12.690
Ask Size: 40,000 |
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: |
2.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.95 |
| Intrinsic value: |
11.73 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.30 |
| Parity: |
11.73 |
| Time value: |
0.34 |
| Break-even: |
251.45 |
| Moneyness: |
1.90 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.10 |
| Spread %: |
0.84% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
2.00 |
| Rho: |
0.58 |
Quote data
| Open: |
11.370 |
| High: |
12.130 |
| Low: |
11.370 |
| Previous Close: |
11.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.49% |
| 1 Month |
|
|
-6.40% |
| 3 Months |
|
|
+22.16% |
| YTD |
|
|
+39.43% |
| 1 Year |
|
|
+77.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.440 |
11.990 |
| 1M High / 1M Low: |
13.210 |
11.780 |
| 6M High / 6M Low: |
13.210 |
6.730 |
| High (YTD): |
2024-06-12 |
13.210 |
| Low (YTD): |
2024-01-17 |
6.730 |
| 52W High: |
2024-06-12 |
13.210 |
| 52W Low: |
2023-10-30 |
4.540 |
| Avg. price 1W: |
|
12.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
8.549 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
41.06% |
| Volatility 6M: |
|
63.69% |
| Volatility 1Y: |
|
65.91% |
| Volatility 3Y: |
|
- |
