Soc. Generale Call 220 NXPI 20.12.2024
/ DE000SV6J846
Soc. Generale Call 220 NXPI 20.12.../ DE000SV6J846 /
31/07/2024 08:56:23 |
Chg.+0.25 |
Bid16:02:49 |
Ask16:02:49 |
Underlying |
Strike price |
Expiration date |
Option type |
4.44EUR |
+5.97% |
4.45 Bid Size: 45,000 |
4.49 Ask Size: 45,000 |
NXP Semiconductors N... |
220.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
19/05/2023 |
Last trading day: |
19/12/2024 |
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): |
17/07/2024 |
6.63 |
Low (YTD): |
17/01/2024 |
2.18 |
52W High: |
17/07/2024 |
6.63 |
52W Low: |
30/10/2023 |
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: |
|
- |