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

EUWAX
2024-07-26  9:56:11 AM Chg.-0.23 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.97EUR -7.19% -
Bid Size: -		 -
Ask Size: -		 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: 6.57
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 1.20
Implied volatility: 0.81
Historic volatility: 0.30
Parity: 1.20
Time value: 2.33
Break-even: 255.30
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.89
Spread abs.: 0.05
Spread %: 1.44%
Delta: 0.63
Theta: -0.26
Omega: 4.17
Rho: 0.17
 

Quote data

Open: 2.97
High: 2.97
Low: 2.97
Previous Close: 3.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.33%
1 Month
  -32.50%
3 Months
  -3.26%
YTD
  -8.33%
1 Year
  -19.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.64 2.97
1M High / 1M Low: 5.66 2.97
6M High / 6M Low: 5.69 1.87
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:   3.72
Avg. volume 1W:   0.00
Avg. price 1M:   4.70
Avg. volume 1M:   0.00
Avg. price 6M:   4.00
Avg. volume 6M:   0.00
Avg. price 1Y:   3.12
Avg. volume 1Y:   0.00
Volatility 1M:   133.37%
Volatility 6M:   149.29%
Volatility 1Y:   142.93%
Volatility 3Y:   -