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

EUWAX
2024-07-31  8:56:23 AM Chg.+0.25 Bid5:53:30 PM Ask5:53:30 PM Underlying Strike price Expiration date Option type
4.44EUR +5.97% 4.61
Bid Size: 45,000		 4.65
Ask Size: 45,000		 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: 5.88
Leverage: Yes

Calculated values

Fair value: 4.15
Intrinsic value: 3.46
Implied volatility: 0.27
Historic volatility: 0.30
Parity: 3.46
Time value: 0.59
Break-even: 243.91
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.00%
Delta: 0.86
Theta: -0.05
Omega: 5.06
Rho: 0.64
 

Quote data

Open: 4.44
High: 4.44
Low: 4.44
Previous Close: 4.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.23%
1 Month
  -13.28%
3 Months
  -10.12%
YTD  
+19.35%
1 Year  
+9.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.43 3.76
1M High / 1M Low: 6.63 3.76
6M High / 6M Low: 6.63 2.42
High (YTD): 2024-07-17 6.63
Low (YTD): 2024-01-17 2.18
52W High: 2024-07-17 6.63
52W Low: 2023-10-30 1.34
Avg. price 1W:   4.14
Avg. volume 1W:   0.00
Avg. price 1M:   5.39
Avg. volume 1M:   0.00
Avg. price 6M:   4.67
Avg. volume 6M:   0.00
Avg. price 1Y:   3.67
Avg. volume 1Y:   0.00
Volatility 1M:   119.63%
Volatility 6M:   129.15%
Volatility 1Y:   122.73%
Volatility 3Y:   -