Soc. Generale Call 140 NXPI 20.12.2024
/ DE000SV6CSE9
Soc. Generale Call 140 NXPI 20.12.../ DE000SV6CSE9 /
16/07/2024 21:37:14 |
Chg.+0.480 |
Bid21:59:22 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
13.920EUR |
+3.57% |
13.990 Bid Size: 1,000 |
- Ask Size: - |
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: |
1.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.05 |
Intrinsic value: |
12.85 |
Implied volatility: |
0.96 |
Historic volatility: |
0.30 |
Parity: |
12.85 |
Time value: |
0.93 |
Break-even: |
266.26 |
Moneyness: |
2.00 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.42 |
Spread %: |
3.14% |
Delta: |
0.92 |
Theta: |
-0.08 |
Omega: |
1.72 |
Rho: |
0.43 |
Quote data
Open: |
12.740 |
High: |
13.920 |
Low: |
12.630 |
Previous Close: |
13.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.95% |
1 Month |
|
|
+12.35% |
3 Months |
|
|
+53.30% |
YTD |
|
|
+60.00% |
1 Year |
|
|
+80.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.440 |
12.660 |
1M High / 1M Low: |
13.440 |
11.760 |
6M High / 6M Low: |
13.440 |
6.730 |
High (YTD): |
15/07/2024 |
13.440 |
Low (YTD): |
17/01/2024 |
6.730 |
52W High: |
15/07/2024 |
13.440 |
52W Low: |
30/10/2023 |
4.540 |
Avg. price 1W: |
|
13.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.513 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.793 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
48.76% |
Volatility 6M: |
|
62.19% |
Volatility 1Y: |
|
65.84% |
Volatility 3Y: |
|
- |