Soc. Generale Call 210 NXPI 20.12.2024
/ DE000SU2P5T4
Soc. Generale Call 210 NXPI 20.12.../ DE000SU2P5T4 /
| 7/30/2024 8:55:00 AM |
Chg.+0.03 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.87EUR |
+0.62% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
210.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2P5T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.56 |
| Intrinsic value: |
3.99 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
3.99 |
| Time value: |
1.21 |
| Break-even: |
246.10 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
0.78% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
3.58 |
| Rho: |
0.52 |
Quote data
| Open: |
4.87 |
| High: |
4.87 |
| Low: |
4.87 |
| Previous Close: |
4.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.60% |
| 1 Month |
|
|
-16.32% |
| 3 Months |
|
|
-14.11% |
| YTD |
|
|
+14.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.77 |
4.41 |
| 1M High / 1M Low: |
7.31 |
4.41 |
| 6M High / 6M Low: |
7.31 |
2.86 |
| High (YTD): |
7/17/2024 |
7.31 |
| Low (YTD): |
1/17/2024 |
2.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.69% |
| Volatility 6M: |
|
118.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
