Soc. Generale Call 230 NXPI 20.12.2024
/ DE000SU2P5U2
Soc. Generale Call 230 NXPI 20.12.../ DE000SU2P5U2 /
| 2024-07-05 8:56:51 AM |
Chg.-0.09 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.77EUR |
-1.85% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.12 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
4.38 |
| Time value: |
0.81 |
| Break-even: |
264.09 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
0.97% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
4.21 |
| Rho: |
0.76 |
Quote data
| Open: |
4.77 |
| High: |
4.77 |
| Low: |
4.77 |
| Previous Close: |
4.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.21% |
| 1 Month |
|
|
-4.60% |
| 3 Months |
|
|
+39.88% |
| YTD |
|
|
+46.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.89 |
4.33 |
| 1M High / 1M Low: |
5.89 |
4.33 |
| 6M High / 6M Low: |
5.89 |
1.84 |
| High (YTD): |
2024-06-13 |
5.89 |
| Low (YTD): |
2024-01-17 |
1.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.96% |
| Volatility 6M: |
|
138.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
