Soc. Generale Call 200 NXPI 20.12.2024
/ DE000SV450U9
Soc. Generale Call 200 NXPI 20.12.../ DE000SV450U9 /
| 2024-09-05 9:50:17 PM |
Chg.-0.230 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.100EUR |
-5.31% |
4.160
Bid Size: 2,000 |
4.200
Ask Size: 2,000 |
NXP Semiconductors N... |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV450U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
3.15 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.33 |
| Parity: |
3.15 |
| Time value: |
1.24 |
| Break-even: |
224.40 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
0.92% |
| Delta: |
0.76 |
| Theta: |
-0.11 |
| Omega: |
3.68 |
| Rho: |
0.34 |
Quote data
| Open: |
4.050 |
| High: |
4.290 |
| Low: |
3.910 |
| Previous Close: |
4.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.77% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
-45.62% |
| YTD |
|
|
-13.32% |
| 1 Year |
|
|
+0.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.490 |
4.160 |
| 1M High / 1M Low: |
5.560 |
4.050 |
| 6M High / 6M Low: |
8.740 |
3.460 |
| High (YTD): |
2024-07-16 |
8.740 |
| Low (YTD): |
2024-01-17 |
3.100 |
| 52W High: |
2024-07-16 |
8.740 |
| 52W Low: |
2023-10-30 |
1.870 |
| Avg. price 1W: |
|
4.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.937 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
152.57% |
| Volatility 6M: |
|
118.21% |
| Volatility 1Y: |
|
111.42% |
| Volatility 3Y: |
|
- |
