Soc. Generale Call 140 NXPI 20.12.2024
/ DE000SV6CSE9
Soc. Generale Call 140 NXPI 20.12.../ DE000SV6CSE9 /
2024-07-30 9:53:01 AM |
Chg.- |
Bid8:38:07 AM |
Ask8:38:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
10.32EUR |
- |
10.63 Bid Size: 1,000 |
11.96 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: |
|
- |