Soc. Generale Call 230 NXPI 20.09.2024
/ DE000SW1YNV8
Soc. Generale Call 230 NXPI 20.09.../ DE000SW1YNV8 /
| 7/30/2024 9:49:35 AM |
Chg.- |
Bid8:28:20 AM |
Ask8:28:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
- |
2.77
Bid Size: 1,100 |
3.45
Ask Size: 1,100 |
NXP Semiconductors N... |
230.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| 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): |
6/13/2024 |
4.85 |
| Low (YTD): |
4/23/2024 |
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: |
|
- |
