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Soc. Generale Call 190 NXPI 17.01.../  DE000SQ86Q74  /

Frankfurt Zert./SG
06/09/2024  21:42:20 Chg.-0.660 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
4.360EUR -13.15% 4.290
Bid Size: 2,000		 4.330
Ask Size: 2,000		 NXP Semiconductors N... 190.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86Q7
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 190.00 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: 4.96
Leverage: Yes

Calculated values

Fair value: 4.34
Intrinsic value: 3.86
Implied volatility: 0.28
Historic volatility: 0.33
Parity: 3.86
Time value: 0.37
Break-even: 213.70
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 0.95%
Delta: 0.91
Theta: -0.04
Omega: 4.53
Rho: 0.54
 

Quote data

Open: 4.670
High: 4.900
Low: 4.280
Previous Close: 5.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.45%
1 Month
  -24.31%
3 Months
  -47.66%
YTD
  -19.85%
1 Year  
+2.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.250 4.360
1M High / 1M Low: 6.410 4.360
6M High / 6M Low: 9.640 4.090
High (YTD): 16/07/2024 9.640
Low (YTD): 17/01/2024 3.720
52W High: 16/07/2024 9.640
52W Low: 30/10/2023 2.290
Avg. price 1W:   5.142
Avg. volume 1W:   0.000
Avg. price 1M:   5.770
Avg. volume 1M:   0.000
Avg. price 6M:   6.973
Avg. volume 6M:   0.000
Avg. price 1Y:   5.675
Avg. volume 1Y:   0.000
Volatility 1M:   118.11%
Volatility 6M:   108.65%
Volatility 1Y:   102.82%
Volatility 3Y:   -