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Soc. Generale Call 230 NXPI 20.12.../  DE000SU2P5U2  /

Frankfurt Zert./SG
2024-07-30  2:18:35 PM Chg.-0.260 Bid3:10:20 PM Ask3:10:20 PM Underlying Strike price Expiration date Option type
3.710EUR -6.55% 3.730
Bid Size: 1,000		 4.130
Ask Size: 1,000		 NXP Semiconductors N... 230.00 USD 2024-12-20 Call
 

Master data

WKN: SU2P5U
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.08
Leverage: Yes

Calculated values

Fair value: 3.17
Intrinsic value: 2.14
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 2.14
Time value: 1.71
Break-even: 251.09
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 1.05%
Delta: 0.70
Theta: -0.09
Omega: 4.28
Rho: 0.49
 

Quote data

Open: 3.560
High: 3.710
Low: 3.560
Previous Close: 3.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.17%
1 Month
  -23.35%
3 Months
  -16.82%
YTD  
+16.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.130 3.440
1M High / 1M Low: 6.390 3.440
6M High / 6M Low: 6.390 2.110
High (YTD): 2024-07-16 6.390
Low (YTD): 2024-01-17 1.910
52W High: - -
52W Low: - -
Avg. price 1W:   3.788
Avg. volume 1W:   0.000
Avg. price 1M:   5.035
Avg. volume 1M:   0.000
Avg. price 6M:   4.260
Avg. volume 6M:   49.827
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.60%
Volatility 6M:   125.93%
Volatility 1Y:   -
Volatility 3Y:   -