Soc. Generale Call 190 NXPI 17.01.2025
/ DE000SQ86Q74
Soc. Generale Call 190 NXPI 17.01.../ DE000SQ86Q74 /
02/08/2024 09:07:03 |
Chg.-0.750 |
Bid09:13:20 |
Ask09:13:20 |
Underlying |
Strike price |
Expiration date |
Option type |
5.100EUR |
-12.82% |
5.200 Bid Size: 1,000 |
5.760 Ask Size: 1,000 |
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: |
3.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.74 |
Intrinsic value: |
6.35 |
Implied volatility: |
0.57 |
Historic volatility: |
0.30 |
Parity: |
6.35 |
Time value: |
1.16 |
Break-even: |
250.64 |
Moneyness: |
1.36 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.08 |
Spread %: |
1.08% |
Delta: |
0.85 |
Theta: |
-0.08 |
Omega: |
2.70 |
Rho: |
0.59 |
Quote data
Open: |
5.180 |
High: |
5.180 |
Low: |
5.100 |
Previous Close: |
5.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.44% |
1 Month |
|
|
-37.11% |
3 Months |
|
|
-27.45% |
YTD |
|
|
-6.25% |
1 Year |
|
|
-4.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.290 |
5.850 |
1M High / 1M Low: |
9.640 |
5.850 |
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: |
|
6.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.897 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.036 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.557 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
154.00% |
Volatility 6M: |
|
100.21% |
Volatility 1Y: |
|
97.10% |
Volatility 3Y: |
|
- |