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

EUWAX
7/29/2024  8:11:12 AM Chg.+0.55 Bid8:45:34 AM Ask8:45:34 AM Underlying Strike price Expiration date Option type
8.28EUR +7.12% 8.24
Bid Size: 1,000		 9.58
Ask Size: 1,000		 NXP Semiconductors N... 160.00 USD 9/20/2024 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: 9/20/2024
Issue date: 2/21/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 8.54
Intrinsic value: 8.46
Implied volatility: 0.85
Historic volatility: 0.30
Parity: 8.46
Time value: 0.31
Break-even: 235.09
Moneyness: 1.57
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.10
Spread %: 1.15%
Delta: 0.94
Theta: -0.10
Omega: 2.49
Rho: 0.20
 

Quote data

Open: 8.28
High: 8.28
Low: 8.28
Previous Close: 7.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.64%
1 Month
  -12.10%
3 Months  
+8.52%
YTD  
+17.11%
1 Year  
+16.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.70 7.73
1M High / 1M Low: 11.23 7.73
6M High / 6M Low: 11.23 5.40
High (YTD): 7/17/2024 11.23
Low (YTD): 1/17/2024 4.90
52W High: 7/17/2024 11.23
52W Low: 11/1/2023 3.02
Avg. price 1W:   8.50
Avg. volume 1W:   0.00
Avg. price 1M:   9.80
Avg. volume 1M:   0.00
Avg. price 6M:   8.44
Avg. volume 6M:   0.00
Avg. price 1Y:   6.91
Avg. volume 1Y:   0.00
Volatility 1M:   100.23%
Volatility 6M:   85.23%
Volatility 1Y:   87.57%
Volatility 3Y:   -