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

EUWAX
2024-07-30  9:53:01 AM Chg.- Bid9:29:34 AM Ask9:29:34 AM Underlying Strike price Expiration date Option type
10.32EUR - 10.71
Bid Size: 1,000		 12.04
Ask Size: 1,000		 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: 2.13
Leverage: Yes

Calculated values

Fair value: 10.64
Intrinsic value: 10.46
Implied volatility: 0.75
Historic volatility: 0.30
Parity: 10.46
Time value: 0.55
Break-even: 239.50
Moneyness: 1.81
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.10
Spread %: 0.92%
Delta: 0.94
Theta: -0.06
Omega: 1.99
Rho: 0.43
 

Quote data

Open: 10.32
High: 10.32
Low: 10.32
Previous Close: 10.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.82%
1 Month
  -9.39%
3 Months  
+0.39%
YTD  
+17.54%
1 Year  
+18.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.62 9.69
1M High / 1M Low: 12.93 9.48
6M High / 6M Low: 12.93 7.19
High (YTD): 2024-07-17 12.93
Low (YTD): 2024-01-17 6.61
52W High: 2024-07-17 12.93
52W Low: 2023-10-30 4.54
Avg. price 1W:   10.14
Avg. volume 1W:   0.00
Avg. price 1M:   11.56
Avg. volume 1M:   0.00
Avg. price 6M:   10.39
Avg. volume 6M:   0.00
Avg. price 1Y:   8.71
Avg. volume 1Y:   0.00
Volatility 1M:   99.30%
Volatility 6M:   73.92%
Volatility 1Y:   72.99%
Volatility 3Y:   -