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

Frankfurt Zert./SG
7/16/2024  9:37:14 PM Chg.+0.480 Bid9:59:22 PM 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 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: 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): 7/15/2024 13.440
Low (YTD): 1/17/2024 6.730
52W High: 7/15/2024 13.440
52W Low: 10/30/2023 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:   -