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Soc. Generale Call 150 NXPI 17.01.../  DE000SV19ZT0  /

Frankfurt Zert./SG
2024-08-01  9:39:38 PM Chg.-1.690 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
9.020EUR -15.78% 8.960
Bid Size: 1,000		 9.060
Ask Size: 1,000		 NXP Semiconductors N... 150.00 USD 2025-01-17 Call
 

Master data

WKN: SV19ZT
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-03-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.19
Leverage: Yes

Calculated values

Fair value: 10.28
Intrinsic value: 10.04
Implied volatility: 0.75
Historic volatility: 0.30
Parity: 10.04
Time value: 0.86
Break-even: 247.58
Moneyness: 1.72
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 0.93%
Delta: 0.91
Theta: -0.07
Omega: 2.00
Rho: 0.50
 

Quote data

Open: 10.140
High: 10.360
Low: 8.870
Previous Close: 10.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.35%
1 Month
  -17.17%
3 Months
  -13.68%
YTD  
+12.89%
1 Year  
+10.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.710 9.530
1M High / 1M Low: 13.050 9.530
6M High / 6M Low: 13.050 6.780
High (YTD): 2024-07-16 13.050
Low (YTD): 2024-01-17 6.110
52W High: 2024-07-16 13.050
52W Low: 2023-10-30 4.060
Avg. price 1W:   9.984
Avg. volume 1W:   0.000
Avg. price 1M:   11.324
Avg. volume 1M:   0.000
Avg. price 6M:   10.110
Avg. volume 6M:   0.000
Avg. price 1Y:   8.256
Avg. volume 1Y:   0.000
Volatility 1M:   103.99%
Volatility 6M:   72.34%
Volatility 1Y:   72.80%
Volatility 3Y:   -