Soc. Generale Call 230 NXPI 20.09.2024
/ DE000SW1YNV8
Soc. Generale Call 230 NXPI 20.09.../ DE000SW1YNV8 /
30/07/2024 09:49:35 |
Chg.- |
Bid08:38:29 |
Ask08:38:29 |
Underlying |
Strike price |
Expiration date |
Option type |
2.62EUR |
- |
2.86 Bid Size: 1,100 |
3.44 Ask Size: 1,100 |
NXP Semiconductors N... |
230.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SW1YNV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
07/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.51 |
Intrinsic value: |
2.14 |
Implied volatility: |
0.45 |
Historic volatility: |
0.30 |
Parity: |
2.14 |
Time value: |
0.76 |
Break-even: |
241.59 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
1.40% |
Delta: |
0.75 |
Theta: |
-0.14 |
Omega: |
6.06 |
Rho: |
0.21 |
Quote data
Open: |
2.62 |
High: |
2.62 |
Low: |
2.62 |
Previous Close: |
2.58 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.66% |
1 Month |
|
|
-28.22% |
3 Months |
|
|
-26.61% |
YTD |
|
|
-2.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.90 |
2.16 |
1M High / 1M Low: |
4.84 |
2.16 |
6M High / 6M Low: |
4.85 |
1.25 |
High (YTD): |
13/06/2024 |
4.85 |
Low (YTD): |
23/04/2024 |
1.25 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.54 |
Avg. volume 1W: |
|
160 |
Avg. price 1M: |
|
3.79 |
Avg. volume 1M: |
|
72.73 |
Avg. price 6M: |
|
3.31 |
Avg. volume 6M: |
|
534.55 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.39% |
Volatility 6M: |
|
210.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |