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Soc. Generale Call 170 NXPI 17.01.../  DE000SQ86Q58  /

EUWAX
01/08/2024  08:53:23 Chg.- Bid09:01:18 Ask09:01:18 Underlying Strike price Expiration date Option type
8.45EUR - 6.45
Bid Size: 1,000		 7.44
Ask Size: 1,000		 NXP Semiconductors N... 170.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86Q5
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 8.48
Intrinsic value: 8.19
Implied volatility: 0.65
Historic volatility: 0.30
Parity: 8.19
Time value: 0.99
Break-even: 248.86
Moneyness: 1.52
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.10
Spread %: 1.10%
Delta: 0.89
Theta: -0.07
Omega: 2.31
Rho: 0.56
 

Quote data

Open: 8.45
High: 8.45
Low: 8.45
Previous Close: 8.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.71%
1 Month
  -2.31%
3 Months  
+6.16%
YTD  
+24.63%
1 Year  
+29.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.45 7.24
1M High / 1M Low: 10.54 7.24
6M High / 6M Low: 10.54 5.30
High (YTD): 17/07/2024 10.54
Low (YTD): 17/01/2024 4.72
52W High: 17/07/2024 10.54
52W Low: 30/10/2023 3.09
Avg. price 1W:   7.83
Avg. volume 1W:   0.00
Avg. price 1M:   9.03
Avg. volume 1M:   0.00
Avg. price 6M:   8.14
Avg. volume 6M:   0.00
Avg. price 1Y:   6.65
Avg. volume 1Y:   0.00
Volatility 1M:   84.39%
Volatility 6M:   83.79%
Volatility 1Y:   83.70%
Volatility 3Y:   -