OverviewChartNewsTraderScreen

Soc. Generale Call 190 NXPI 20.12.../  DE000SU2P5S6  /

Frankfurt Zert./SG
2024-11-12  9:50:49 PM Chg.-0.200 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
3.390EUR -5.57% 3.440
Bid Size: 1,000		 3.490
Ask Size: 1,000		 NXP Semiconductors N... 190.00 USD 2024-12-20 Call
 

Master data

WKN: SU2P5S
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.79
Leverage: Yes

Calculated values

Fair value: 3.59
Intrinsic value: 3.48
Implied volatility: 0.45
Historic volatility: 0.35
Parity: 3.48
Time value: 0.20
Break-even: 214.98
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 1.38%
Delta: 0.91
Theta: -0.08
Omega: 5.25
Rho: 0.16
 

Quote data

Open: 3.440
High: 3.580
Low: 3.230
Previous Close: 3.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.17%
1 Month
  -30.96%
3 Months
  -35.43%
YTD
  -36.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.360 3.430
1M High / 1M Low: 6.060 3.430
6M High / 6M Low: 9.580 3.430
High (YTD): 2024-07-16 9.580
Low (YTD): 2024-11-05 3.430
52W High: - -
52W Low: - -
Avg. price 1W:   3.930
Avg. volume 1W:   0.000
Avg. price 1M:   4.544
Avg. volume 1M:   0.000
Avg. price 6M:   6.314
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.77%
Volatility 6M:   125.54%
Volatility 1Y:   -
Volatility 3Y:   -