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

EUWAX
2024-07-05  8:59:49 AM Chg.-0.09 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
5.47EUR -1.62% -
Bid Size: -		 -
Ask Size: -		 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: 4.33
Leverage: Yes

Calculated values

Fair value: 5.88
Intrinsic value: 5.30
Implied volatility: 0.31
Historic volatility: 0.30
Parity: 5.30
Time value: 0.61
Break-even: 262.06
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.85%
Delta: 0.90
Theta: -0.04
Omega: 3.91
Rho: 0.79
 

Quote data

Open: 5.47
High: 5.47
Low: 5.47
Previous Close: 5.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.53%
3 Months  
+37.78%
YTD  
+47.04%
1 Year  
+72.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.57 4.99
1M High / 1M Low: 6.50 4.99
6M High / 6M Low: 6.50 2.18
High (YTD): 2024-06-13 6.50
Low (YTD): 2024-01-17 2.18
52W High: 2024-06-13 6.50
52W Low: 2023-10-30 1.34
Avg. price 1W:   5.41
Avg. volume 1W:   0.00
Avg. price 1M:   5.61
Avg. volume 1M:   0.00
Avg. price 6M:   4.31
Avg. volume 6M:   0.00
Avg. price 1Y:   3.55
Avg. volume 1Y:   0.00
Volatility 1M:   96.36%
Volatility 6M:   129.43%
Volatility 1Y:   121.66%
Volatility 3Y:   -