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Soc. Generale Call 220 NXPI 20.12.../  DE000SV6J846  /

Frankfurt Zert./SG
2024-07-31  8:17:50 AM Chg.+0.190 Bid8:49:21 AM Ask8:49:21 AM Underlying Strike price Expiration date Option type
4.330EUR +4.59% 4.440
Bid Size: 1,000		 4.980
Ask Size: 1,000		 NXP Semiconductors N... 220.00 USD 2024-12-20 Call
 

Master data

WKN: SV6J84
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.20
Leverage: Yes

Calculated values

Fair value: 3.83
Intrinsic value: 3.07
Implied volatility: 0.46
Historic volatility: 0.30
Parity: 3.07
Time value: 1.43
Break-even: 248.34
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 0.90%
Delta: 0.75
Theta: -0.09
Omega: 3.91
Rho: 0.51
 

Quote data

Open: 4.330
High: 4.330
Low: 4.330
Previous Close: 4.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.63%
1 Month
  -21.98%
3 Months
  -14.26%
YTD  
+18.63%
1 Year  
+7.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.650 3.950
1M High / 1M Low: 7.140 3.950
6M High / 6M Low: 7.140 2.490
High (YTD): 2024-07-16 7.140
Low (YTD): 2024-01-17 2.260
52W High: 2024-07-16 7.140
52W Low: 2023-10-30 1.340
Avg. price 1W:   4.298
Avg. volume 1W:   0.000
Avg. price 1M:   5.666
Avg. volume 1M:   0.000
Avg. price 6M:   4.870
Avg. volume 6M:   0.000
Avg. price 1Y:   3.765
Avg. volume 1Y:   0.000
Volatility 1M:   165.25%
Volatility 6M:   117.30%
Volatility 1Y:   115.53%
Volatility 3Y:   -