Soc. Generale Call 230 NXPI 20.12.2024
/ DE000SU2P5U2
Soc. Generale Call 230 NXPI 20.12.../ DE000SU2P5U2 /
| 2024-07-31 8:53:23 AM |
Chg.+0.23 |
Bid12:24:39 PM |
Ask12:24:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.79EUR |
+6.46% |
3.72
Bid Size: 1,000 |
4.12
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: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.30 |
| Parity: |
2.53 |
| Time value: |
0.90 |
| Break-even: |
246.95 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.18% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
5.43 |
| Rho: |
0.59 |
Quote data
| Open: |
3.79 |
| High: |
3.79 |
| Low: |
3.79 |
| Previous Close: |
3.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.26% |
| 1 Month |
|
|
-14.83% |
| 3 Months |
|
|
-12.87% |
| YTD |
|
|
+16.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
3.17 |
| 1M High / 1M Low: |
5.97 |
3.17 |
| 6M High / 6M Low: |
5.97 |
2.02 |
| High (YTD): |
2024-07-17 |
5.97 |
| Low (YTD): |
2024-01-17 |
1.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.30% |
| Volatility 6M: |
|
139.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
