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Soc. Generale Call 200 NXPI 20.12.../  DE000SV450U9  /

EUWAX
2024-07-30  8:26:36 AM Chg.+0.02 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
5.52EUR +0.36% -
Bid Size: -		 -
Ask Size: -		 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: 3.93
Leverage: Yes

Calculated values

Fair value: 5.34
Intrinsic value: 4.91
Implied volatility: 0.50
Historic volatility: 0.30
Parity: 4.91
Time value: 1.04
Break-even: 244.36
Moneyness: 1.27
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 1.02%
Delta: 0.83
Theta: -0.08
Omega: 3.26
Rho: 0.53
 

Quote data

Open: 5.52
High: 5.52
Low: 5.52
Previous Close: 5.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.78%
1 Month
  -14.95%
3 Months
  -10.97%
YTD  
+15.00%
1 Year  
+10.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.79 5.08
1M High / 1M Low: 7.96 5.08
6M High / 6M Low: 7.96 3.35
High (YTD): 2024-07-17 7.96
Low (YTD): 2024-01-17 3.00
52W High: 2024-07-17 7.96
52W Low: 2023-11-01 1.78
Avg. price 1W:   5.48
Avg. volume 1W:   0.00
Avg. price 1M:   6.75
Avg. volume 1M:   0.00
Avg. price 6M:   5.89
Avg. volume 6M:   0.00
Avg. price 1Y:   4.70
Avg. volume 1Y:   0.00
Volatility 1M:   111.64%
Volatility 6M:   110.59%
Volatility 1Y:   107.05%
Volatility 3Y:   -