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

Frankfurt Zert./SG
8/2/2024  9:07:03 AM Chg.-0.750 Bid9:13:20 AM Ask9:13:20 AM 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 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
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): 7/16/2024 9.640
Low (YTD): 1/17/2024 3.720
52W High: 7/16/2024 9.640
52W Low: 10/30/2023 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:   -