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Soc. Generale Call 220 NXPI 20.09.../  DE000SQ8Z3Q5  /

EUWAX
2024-07-08  9:54:25 AM Chg.-0.09 Bid6:19:22 PM Ask6:19:22 PM Underlying Strike price Expiration date Option type
4.68EUR -1.89% 5.54
Bid Size: 40,000		 5.63
Ask Size: 40,000		 NXP Semiconductors N... 220.00 - 2024-09-20 Call
 

Master data

WKN: SQ8Z3Q
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.79
Leverage: Yes

Calculated values

Fair value: 3.95
Intrinsic value: 3.60
Implied volatility: 0.74
Historic volatility: 0.30
Parity: 3.60
Time value: 1.75
Break-even: 273.50
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.39
Spread abs.: 0.09
Spread %: 1.71%
Delta: 0.74
Theta: -0.20
Omega: 3.54
Rho: 0.28
 

Quote data

Open: 4.68
High: 4.68
Low: 4.68
Previous Close: 4.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.41%
1 Month
  -4.88%
3 Months  
+41.39%
YTD  
+44.44%
1 Year  
+69.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.91 4.20
1M High / 1M Low: 5.69 4.20
6M High / 6M Low: 5.69 1.70
High (YTD): 2024-06-13 5.69
Low (YTD): 2024-01-17 1.70
52W High: 2024-06-13 5.69
52W Low: 2023-10-30 1.01
Avg. price 1W:   4.65
Avg. volume 1W:   0.00
Avg. price 1M:   4.85
Avg. volume 1M:   0.00
Avg. price 6M:   3.70
Avg. volume 6M:   0.00
Avg. price 1Y:   3.03
Avg. volume 1Y:   0.00
Volatility 1M:   119.57%
Volatility 6M:   151.24%
Volatility 1Y:   142.30%
Volatility 3Y:   -