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Soc. Generale Call 160 NXPI 20.09.../  DE000SV1BVP2  /

EUWAX
05/07/2024  08:10:15 Chg.-0.03 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
9.85EUR -0.30% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 160.00 USD 20/09/2024 Call
 

Master data

WKN: SV1BVP
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/09/2024
Issue date: 21/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.38
Leverage: Yes

Calculated values

Fair value: 10.41
Intrinsic value: 10.30
Implied volatility: 0.71
Historic volatility: 0.30
Parity: 10.30
Time value: 0.24
Break-even: 253.40
Moneyness: 1.70
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.11
Spread %: 1.05%
Delta: 0.97
Theta: -0.05
Omega: 2.30
Rho: 0.29
 

Quote data

Open: 9.85
High: 9.85
Low: 9.85
Previous Close: 9.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.56%
1 Month  
+5.57%
3 Months  
+32.93%
YTD  
+39.32%
1 Year  
+70.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.96 9.25
1M High / 1M Low: 10.76 9.25
6M High / 6M Low: 10.76 4.90
High (YTD): 13/06/2024 10.76
Low (YTD): 17/01/2024 4.90
52W High: 13/06/2024 10.76
52W Low: 01/11/2023 3.02
Avg. price 1W:   9.66
Avg. volume 1W:   0.00
Avg. price 1M:   9.87
Avg. volume 1M:   0.00
Avg. price 6M:   7.91
Avg. volume 6M:   0.00
Avg. price 1Y:   6.70
Avg. volume 1Y:   0.00
Volatility 1M:   72.42%
Volatility 6M:   83.81%
Volatility 1Y:   85.90%
Volatility 3Y:   -