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Soc. Generale Call 160 NXPI 20.12.../  DE000SV450S3  /

Frankfurt Zert./SG
30/07/2024  16:38:48 Chg.-0.390 Bid16:41:25 Ask16:41:25 Underlying Strike price Expiration date Option type
8.990EUR -4.16% 9.030
Bid Size: 35,000		 9.130
Ask Size: 35,000		 NXP Semiconductors N... 160.00 USD 20/12/2024 Call
 

Master data

WKN: SV450S
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 8.83
Intrinsic value: 8.61
Implied volatility: 0.65
Historic volatility: 0.30
Parity: 8.61
Time value: 0.65
Break-even: 240.49
Moneyness: 1.58
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.10
Spread %: 1.09%
Delta: 0.91
Theta: -0.06
Omega: 2.31
Rho: 0.48
 

Quote data

Open: 8.530
High: 9.290
Low: 8.530
Previous Close: 9.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.77%
1 Month
  -13.47%
3 Months
  -5.47%
YTD  
+23.66%
1 Year  
+21.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.440 8.600
1M High / 1M Low: 12.170 8.600
6M High / 6M Low: 12.170 5.810
High (YTD): 16/07/2024 12.170
Low (YTD): 17/01/2024 5.390
52W High: 16/07/2024 12.170
52W Low: 30/10/2023 3.450
Avg. price 1W:   9.088
Avg. volume 1W:   0.000
Avg. price 1M:   10.540
Avg. volume 1M:   0.000
Avg. price 6M:   9.193
Avg. volume 6M:   0.000
Avg. price 1Y:   7.451
Avg. volume 1Y:   0.000
Volatility 1M:   102.84%
Volatility 6M:   75.36%
Volatility 1Y:   77.83%
Volatility 3Y:   -