OverviewChartNewsTraderScreen

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

EUWAX
9/6/2024  9:06:56 AM Chg.-0.27 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
2.57EUR -9.51% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 220.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/19/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.34
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 1.50
Implied volatility: 0.44
Historic volatility: 0.33
Parity: 1.50
Time value: 1.40
Break-even: 227.00
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 1.40%
Delta: 0.68
Theta: -0.10
Omega: 5.00
Rho: 0.33
 

Quote data

Open: 2.57
High: 2.57
Low: 2.57
Previous Close: 2.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.01%
1 Month
  -20.68%
3 Months
  -56.44%
YTD
  -30.91%
1 Year
  -17.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.94 2.67
1M High / 1M Low: 4.27 2.59
6M High / 6M Low: 6.63 2.13
High (YTD): 7/17/2024 6.63
Low (YTD): 8/5/2024 2.13
52W High: 7/17/2024 6.63
52W Low: 10/30/2023 1.34
Avg. price 1W:   3.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.54
Avg. volume 1M:   0.00
Avg. price 6M:   4.64
Avg. volume 6M:   0.00
Avg. price 1Y:   3.70
Avg. volume 1Y:   0.00
Volatility 1M:   232.71%
Volatility 6M:   175.41%
Volatility 1Y:   152.51%
Volatility 3Y:   -