OverviewChartNewsTraderScreen

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

EUWAX
11/14/2024  8:56:40 AM Chg.-0.13 Bid7:20:03 PM Ask7:20:03 PM Underlying Strike price Expiration date Option type
4.89EUR -2.59% 5.15
Bid Size: 40,000		 5.24
Ask Size: 40,000		 NXP Semiconductors N... 170.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 5.03
Intrinsic value: 4.91
Implied volatility: 0.53
Historic volatility: 0.35
Parity: 4.91
Time value: 0.30
Break-even: 213.00
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 1.17%
Delta: 0.91
Theta: -0.07
Omega: 3.67
Rho: 0.24
 

Quote data

Open: 4.89
High: 4.89
Low: 4.89
Previous Close: 5.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.91%
1 Month
  -22.38%
3 Months
  -32.46%
YTD
  -27.88%
1 Year  
+10.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.08 5.02
1M High / 1M Low: 7.67 4.47
6M High / 6M Low: 10.54 4.47
High (YTD): 7/17/2024 10.54
Low (YTD): 11/5/2024 4.47
52W High: 7/17/2024 10.54
52W Low: 11/14/2023 4.41
Avg. price 1W:   5.61
Avg. volume 1W:   0.00
Avg. price 1M:   6.09
Avg. volume 1M:   0.00
Avg. price 6M:   7.62
Avg. volume 6M:   0.00
Avg. price 1Y:   7.06
Avg. volume 1Y:   0.00
Volatility 1M:   165.74%
Volatility 6M:   114.64%
Volatility 1Y:   102.01%
Volatility 3Y:   -