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Soc. Generale Call 180 NXPI 21.03.../  DE000SW3PQN2  /

Frankfurt Zert./SG
06/09/2024  21:48:15 Chg.-0.660 Bid21:59:47 Ask21:59:47 Underlying Strike price Expiration date Option type
5.350EUR -10.98% 5.310
Bid Size: 1,000		 5.350
Ask Size: 1,000		 NXP Semiconductors N... 180.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PQN
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.01
Leverage: Yes

Calculated values

Fair value: 5.34
Intrinsic value: 4.76
Implied volatility: 0.29
Historic volatility: 0.33
Parity: 4.76
Time value: 0.48
Break-even: 214.78
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 0.77%
Delta: 0.92
Theta: -0.03
Omega: 3.69
Rho: 0.75
 

Quote data

Open: 5.680
High: 5.870
Low: 5.280
Previous Close: 6.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.80%
1 Month
  -21.44%
3 Months
  -42.66%
YTD
  -14.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.280 5.350
1M High / 1M Low: 7.630 5.350
6M High / 6M Low: 10.640 5.010
High (YTD): 16/07/2024 10.640
Low (YTD): 17/01/2024 4.510
52W High: - -
52W Low: - -
Avg. price 1W:   6.156
Avg. volume 1W:   0.000
Avg. price 1M:   6.872
Avg. volume 1M:   0.000
Avg. price 6M:   7.992
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.19%
Volatility 6M:   95.83%
Volatility 1Y:   -
Volatility 3Y:   -