Soc. Generale Call 230 NXPI 20.09.../  DE000SW1YNV8  /

EUWAX
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:   -