Soc. Generale Call 220 NXPI 20.09.2024
/ DE000SQ8Z3Q5
Soc. Generale Call 220 NXPI 20.09.../ DE000SQ8Z3Q5 /
| 7/31/2024 9:49:53 AM |
Chg.+0.18 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.54EUR |
+5.36% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
220.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SQ8Z3Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.30 |
| Parity: |
1.80 |
| Time value: |
1.45 |
| Break-even: |
252.50 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.04 |
| Spread %: |
1.25% |
| Delta: |
0.68 |
| Theta: |
-0.21 |
| Omega: |
4.99 |
| Rho: |
0.18 |
Quote data
| Open: |
3.54 |
| High: |
3.54 |
| Low: |
3.54 |
| Previous Close: |
3.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
-19.55% |
| 3 Months |
|
|
-17.48% |
| YTD |
|
|
+9.26% |
| 1 Year |
|
|
-2.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
2.97 |
| 1M High / 1M Low: |
5.66 |
2.97 |
| 6M High / 6M Low: |
5.69 |
1.87 |
| High (YTD): |
6/13/2024 |
5.69 |
| Low (YTD): |
1/17/2024 |
1.70 |
| 52W High: |
6/13/2024 |
5.69 |
| 52W Low: |
10/30/2023 |
1.01 |
| Avg. price 1W: |
|
3.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
136.48% |
| Volatility 6M: |
|
149.15% |
| Volatility 1Y: |
|
143.04% |
| Volatility 3Y: |
|
- |
